-54.9%
NVO vs KDP
+28.1%
-83.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +2.0% |
| 7D | +3.3% | -0.8% | +4.1% | +3.3% |
| 30D | +9.2% | +9.7% | -0.5% | +7.7% |
| 3M | -9.8% | +17.6% | -27.4% | -11.9% |
| 6M | -10.4% | +25.8% | -36.2% | -13.2% |
| YTD | -14.1% | +33.9% | -48.0% | -17.7% |
| 1Y | -11.1% | +38.9% | -50.0% | -15.4% |
| 3Y | -54.9% | +26.8% | -81.7% | -53.9% |
| All | -54.9% | +28.1% | -83.0% | -53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling