+64.9%
NVDL vs KRMN
+17.6%
+47.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -1.1% |
| 7D | -10.3% | -11.8% | +1.4% | -6.4% |
| 30D | -7.1% | -43.0% | +35.9% | +13.6% |
| 3M | +6.6% | -28.8% | +35.4% | +17.7% |
| 6M | +21.1% | -66.3% | +87.4% | +77.7% |
| YTD | +15.2% | -51.8% | +67.0% | +35.5% |
| 1Y | +18.8% | -44.7% | +63.5% | +29.1% |
| All | +64.9% | +17.6% | +47.3% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KRMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling