+275.6%
NOK vs KWEB
+20.3%
+255.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.9% |
| 7D | +8.7% | -4.3% | +13.0% | +10.0% |
| 30D | +12.5% | -13.0% | +25.5% | +16.8% |
| 3M | -20.7% | -7.6% | -13.2% | -19.3% |
| 6M | +36.2% | -21.1% | +57.3% | +45.2% |
| YTD | +64.1% | -28.2% | +92.4% | +79.3% |
| 1Y | +132.4% | -34.9% | +167.3% | +160.4% |
| 3Y | +182.9% | -0.8% | +183.6% | +172.9% |
| 5Y | +102.8% | -43.6% | +146.3% | +119.3% |
| 10Y | +126.8% | -21.7% | +148.5% | +94.9% |
| All | +275.6% | +20.3% | +255.3% | +164.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling