+136.0%
NVO vs KRE
+124.8%
+11.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.3% | -2.2% |
| 7D | -7.6% | -1.8% | -5.8% | -7.3% |
| 30D | -6.0% | -4.5% | -1.5% | -5.4% |
| 3M | -0.8% | +2.7% | -3.5% | -1.2% |
| 6M | +16.5% | +16.9% | -0.4% | +14.0% |
| YTD | -11.1% | +15.4% | -26.5% | -12.8% |
| 1Y | -16.7% | +16.1% | -32.8% | -18.4% |
| 3Y | -52.9% | +85.7% | -138.6% | -56.7% |
| 5Y | -3.0% | +33.3% | -36.2% | -7.8% |
| All | +136.0% | +124.8% | +11.2% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 10y: compounded portfolio wealth divided by compounded KRE 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…
10y analysis · Full analysis span regression · 6 months rolling