-49.5%
NOK vs KDP
+1,248.7%
-1,298.1%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.4% | +5.5% | +0.7% |
| 7D | +11.0% | -4.0% | +15.0% | +12.5% |
| 30D | -16.0% | +8.5% | -24.5% | -18.9% |
| 3M | -19.8% | +20.7% | -40.5% | -25.9% |
| 6M | -37.1% | +23.2% | -60.3% | -42.8% |
| YTD | +28.0% | +30.5% | -2.5% | +13.2% |
| 1Y | +17.9% | +35.9% | -17.9% | +2.7% |
| 3Y | +152.7% | +24.8% | +127.9% | +122.5% |
| 5Y | +62.3% | +13.4% | +48.9% | +47.5% |
| 10Y | +128.1% | +239.3% | -111.3% | +30.2% |
| All | -49.5% | +1,248.7% | -1,298.1% | -84.7% |
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