+0.7%
NVO vs KDP
+3.6%
-3.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.1% |
| 7D | -4.7% | -1.6% | -3.2% | -4.5% |
| 30D | -5.4% | +9.5% | -14.9% | -6.8% |
| 3M | +7.0% | +2.6% | +4.3% | +6.5% |
| 6M | +17.6% | +15.6% | +2.0% | +15.0% |
| YTD | -8.0% | +17.3% | -25.4% | -10.6% |
| 1Y | -13.8% | +20.1% | -33.9% | -16.7% |
| 3Y | -50.3% | +4.9% | -55.2% | -50.3% |
| 5Y | +0.7% | +5.0% | -4.3% | -1.4% |
| All | +0.7% | +3.6% | -3.0% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling