-49.7%
NOK vs KDP
+1,331.3%
-1,381.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.2% |
| 7D | -2.7% | +8.2% | -10.9% | -5.5% |
| 30D | -20.4% | +18.4% | -38.7% | -25.4% |
| 3M | -9.6% | +29.2% | -38.9% | -18.4% |
| 6M | -35.6% | +32.3% | -67.9% | -42.9% |
| YTD | +27.5% | +38.5% | -11.0% | +10.6% |
| 1Y | +18.4% | +48.5% | -30.1% | -0.1% |
| 3Y | +151.8% | +32.5% | +119.3% | +117.4% |
| 5Y | +61.1% | +19.7% | +41.5% | +43.9% |
| 10Y | +123.7% | +256.4% | -132.7% | +25.7% |
| All | -49.7% | +1,331.3% | -1,381.0% | -85.1% |
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