+144.3%
NVT vs KRMN
+17.6%
+126.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.1% | +4.1% |
| 7D | +4.1% | -11.8% | +15.8% | +6.6% |
| 30D | -5.1% | -43.0% | +37.9% | +6.0% |
| 3M | -1.2% | -28.8% | +27.7% | +4.7% |
| 6M | +46.6% | -66.3% | +112.9% | +80.5% |
| YTD | +60.0% | -51.8% | +111.8% | +77.1% |
| 1Y | +70.8% | -44.7% | +115.5% | +80.3% |
| All | +144.3% | +17.6% | +126.7% | +93.2% |
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