-16.7%
NVO vs KDP
+18.4%
-35.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -7.6% | -3.7% | -3.9% | -7.3% |
| 30D | -6.0% | +6.2% | -12.2% | -6.3% |
| 3M | -0.8% | +1.2% | -2.0% | -0.6% |
| 6M | +16.5% | +15.3% | +1.1% | +17.2% |
| YTD | -11.1% | +14.8% | -25.9% | -11.0% |
| 1Y | -16.7% | +17.6% | -34.3% | -16.8% |
| All | -16.7% | +18.4% | -35.1% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling