+234.2%
NVO vs KWEB
+21.1%
+213.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | -7.6% | -5.6% | -2.0% | -6.7% |
| 30D | -6.0% | -10.7% | +4.7% | -4.2% |
| 3M | -0.8% | -7.4% | +6.6% | +0.4% |
| 6M | +16.5% | -19.3% | +35.8% | +20.4% |
| YTD | -11.1% | -27.8% | +16.6% | -6.4% |
| 1Y | -16.7% | -35.9% | +19.2% | -10.7% |
| 3Y | -52.9% | -1.9% | -51.0% | -53.5% |
| 5Y | -3.0% | -43.2% | +40.2% | +1.3% |
| 10Y | +147.1% | -21.2% | +168.2% | +126.3% |
| All | +234.2% | +21.1% | +213.2% | +178.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling