+183.7%
NOK vs KDP
+6.5%
+177.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.3% | +6.2% |
| 7D | +7.3% | +2.1% | +5.2% | +7.0% |
| 30D | +13.8% | +8.5% | +5.3% | +12.5% |
| 3M | -27.0% | +6.6% | -33.6% | -28.0% |
| 6M | +37.6% | +17.1% | +20.5% | +32.9% |
| YTD | +64.6% | +19.0% | +45.6% | +58.1% |
| 1Y | +132.0% | +21.8% | +110.3% | +121.3% |
| 3Y | +183.7% | +6.4% | +177.2% | +175.6% |
| All | +183.7% | +6.5% | +177.2% | +175.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling