-41.1%
NVO vs KRMN
+17.6%
-58.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.4% |
| 7D | -7.6% | -11.8% | +4.2% | -6.6% |
| 30D | -6.0% | -43.0% | +37.0% | -1.3% |
| 3M | -0.8% | -28.8% | +28.1% | +1.5% |
| 6M | +16.5% | -66.3% | +82.8% | +28.4% |
| YTD | -11.1% | -51.8% | +40.7% | -5.7% |
| 1Y | -16.7% | -44.7% | +28.0% | -12.3% |
| All | -41.1% | +17.6% | -58.7% | -44.6% |
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