+819.2%
NVO vs KDP
+1,283.7%
-464.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +1.8% |
| 7D | +3.3% | -0.8% | +4.1% | +3.4% |
| 30D | +9.2% | +9.7% | -0.5% | +6.7% |
| 3M | -9.8% | +17.6% | -27.4% | -13.4% |
| 6M | -10.4% | +25.8% | -36.2% | -15.7% |
| YTD | -14.1% | +33.9% | -48.0% | -20.7% |
| 1Y | -11.1% | +38.9% | -50.0% | -18.8% |
| 3Y | -54.9% | +26.8% | -81.7% | -58.3% |
| 5Y | -17.4% | +16.3% | -33.8% | -22.6% |
| 10Y | +214.4% | +248.1% | -33.7% | +107.0% |
| All | +819.2% | +1,283.7% | -464.5% | +272.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling