+129.8%
NOK vs KDP
+173.4%
-43.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.5% | +1.5% |
| 7D | +9.3% | -1.6% | +10.9% | +9.9% |
| 30D | +17.9% | +9.5% | +8.4% | +14.4% |
| 3M | -22.3% | +2.6% | -24.9% | -23.5% |
| 6M | +36.4% | +15.6% | +20.8% | +28.6% |
| YTD | +66.3% | +17.3% | +49.0% | +55.7% |
| 1Y | +134.4% | +20.1% | +114.3% | +116.9% |
| 3Y | +186.6% | +4.9% | +181.7% | +173.5% |
| 5Y | +102.7% | +5.0% | +97.7% | +92.4% |
| 10Y | +129.8% | +179.8% | -50.0% | +75.7% |
| All | +129.8% | +173.4% | -43.6% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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