+19.0%
NOK vs KDP
+39.5%
-20.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -2.1% |
| 7D | +5.4% | -0.8% | +6.1% | +5.4% |
| 30D | -14.1% | +9.7% | -23.9% | -12.5% |
| 3M | -23.6% | +17.6% | -41.2% | -21.5% |
| 6M | -45.1% | +25.8% | -70.9% | -44.5% |
| YTD | +24.7% | +33.9% | -9.1% | +23.6% |
| 1Y | +19.0% | +38.9% | -19.9% | +12.8% |
| All | +19.0% | +39.5% | -20.5% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling