Statistical Analysis
Kolmogorov-Smirnov Test
Portfolio Distribution Analysis
Analyse whether your portfolio returns follow a normal distribution using the Kolmogorov-Smirnov statistical test. Evaluate volatility, skewness, kurtosis and distribution characteristics to identify asymmetry, fat tails and hidden sources of investment risk beyond traditional performance measures.
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Distribution Test
Compare historical portfolio returns against a theoretical normal distribution using the Kolmogorov-Smirnov test.
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Statistical Metrics
Analyse volatility, skewness and kurtosis to gain a deeper understanding of portfolio behaviour.
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Tail Risk
Detect asymmetry and fat tails that may indicate risks not captured by conventional portfolio analytics.