+138.6%
NOK vs KWEB
-19.7%
+158.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.6% |
| 7D | +11.0% | -5.6% | +16.5% | +12.6% |
| 30D | +7.8% | -10.7% | +18.5% | +11.0% |
| 3M | -21.0% | -7.4% | -13.6% | -19.7% |
| 6M | +40.9% | -19.3% | +60.2% | +48.8% |
| YTD | +72.0% | -27.8% | +99.8% | +86.5% |
| 1Y | +140.9% | -35.9% | +176.8% | +169.1% |
| 3Y | +194.3% | -1.9% | +196.2% | +185.9% |
| 5Y | +112.5% | -43.2% | +155.7% | +131.1% |
| All | +138.6% | -19.7% | +158.3% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 10y: compounded portfolio wealth divided by compounded KWEB 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…
10y analysis · Full analysis span regression · 6 months rolling