+649.9%
NVDL vs KWEB
-2.3%
+652.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.6% |
| 7D | -10.3% | -5.6% | -4.8% | -6.7% |
| 30D | -7.1% | -10.7% | +3.6% | +0.1% |
| 3M | +6.6% | -7.4% | +14.0% | +11.4% |
| 6M | +21.1% | -19.3% | +40.4% | +39.6% |
| YTD | +15.2% | -27.8% | +43.0% | +43.2% |
| 1Y | +18.8% | -35.9% | +54.7% | +59.7% |
| 3Y | +649.9% | -1.9% | +651.8% | +621.0% |
| All | +649.9% | -2.3% | +652.2% | +621.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 3y: compounded portfolio wealth divided by compounded KWEB 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…
3y analysis · Full analysis span regression · 6 months rolling