-38.8%
NOK vs KDP
+1,132.0%
-1,170.8%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.5% | +3.0% |
| 7D | -1.8% | +1.3% | -3.0% | -2.2% |
| 30D | +4.7% | +6.0% | -1.3% | +2.3% |
| 3M | -39.7% | +9.2% | -48.8% | -42.2% |
| 6M | +23.1% | +14.7% | +8.4% | +15.5% |
| YTD | +55.0% | +19.2% | +35.8% | +43.0% |
| 1Y | +118.0% | +15.2% | +102.9% | +102.9% |
| 3Y | +170.5% | +6.0% | +164.5% | +155.4% |
| 5Y | +84.9% | +5.4% | +79.4% | +73.7% |
| 10Y | +112.0% | +171.9% | -59.9% | +33.1% |
| All | -38.8% | +1,132.0% | -1,170.8% | -80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling