+928.9%
NVO vs KDP
+1,132.0%
-203.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | +2.2% | +1.3% | +0.9% | +1.9% |
| 30D | +6.0% | +6.0% | 0.0% | +4.4% |
| 3M | +7.9% | +9.2% | -1.3% | +5.4% |
| 6M | +27.1% | +14.7% | +12.4% | +22.4% |
| YTD | -3.8% | +19.2% | -23.0% | -8.6% |
| 1Y | -12.8% | +15.2% | -28.0% | -16.6% |
| 3Y | -46.3% | +6.0% | -52.3% | -48.1% |
| 5Y | +3.6% | +5.4% | -1.8% | -0.5% |
| 10Y | +157.0% | +171.9% | -14.8% | +81.8% |
| All | +928.9% | +1,132.0% | -203.1% | +329.6% |
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