+102.7%
NOK vs KDP
+3.6%
+99.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.5% | +1.3% |
| 7D | +9.3% | -1.6% | +10.9% | +9.7% |
| 30D | +17.9% | +9.5% | +8.4% | +15.3% |
| 3M | -22.3% | +2.6% | -24.9% | -23.3% |
| 6M | +36.4% | +15.6% | +20.8% | +29.9% |
| YTD | +66.3% | +17.3% | +49.0% | +57.3% |
| 1Y | +134.4% | +20.1% | +114.3% | +119.5% |
| 3Y | +186.6% | +4.9% | +181.7% | +175.4% |
| 5Y | +102.7% | +5.0% | +97.7% | +95.4% |
| All | +102.7% | +3.6% | +99.1% | +95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling