Portfolio Distribution Analysis | Kolmogorov-Smirnov Test

This tool analyses the statistical behavior of a user-defined portfolio by comparing its return distribution to a theoretical normal distribution. Using historical market data, it computes portfolio returns based on user-selected holdings and applies the Kolmogorov-Smirnov test alongside key metrics such as volatility, skewness, and kurtosis. The model provides an intuitive assessment of whether returns are “normal-like” or exhibit asymmetry and fat tails, helping users better understand the underlying risk profile of their investments beyond traditional measures.