+194.3%
NOK vs KWEB
-2.3%
+196.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +11.1% |
| 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% | +86.2% |
| 1Y | +140.9% | -35.9% | +176.8% | +168.1% |
| 3Y | +194.3% | -1.9% | +196.2% | +181.7% |
| All | +194.3% | -2.3% | +196.5% | +181.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling