Apply var to the last n numbers of a column in a t

In KDB I have a table with 4 columns, of which one is a returns column. I would like to create a 5th column that calculates the variance (var) of the past x elements of a specified column. I have managed this with two columns creating the returns of a price column, but am stuck when I need to reference more than one previous element.

Example:

t:([] td:2001.01.01 2001.01.02 2001.01.03 2001.01.04 2001.01.05 2001.01.06; px:121 125 127 126 129 130)
t:update retLogPcnt:100*log px%prev px from t
/t:update retClassic:((px-prev px)%prev px) from t
t:update mvAvgRet:2 mavg retLogPcnt from t
t

Output of last line:

td         px  retLogPcnt mvAvgRet 
-----------------------------------
2001.01.01 121                     
2001.01.02 125 3.252319   3.252319 
2001.01.03 127 1.587335   2.419827 
2001.01.04 126 -0.790518  0.3984085
2001.01.05 129 2.35305    0.7812659
2001.01.06 130 0.7722046  1.562627

Desired output if calculating, as an illustration only, the var of the three last retLogPcnt numbers:

td         px  retLogPcnt mvAvgRet  varRetns
---------------------------------------------
2001.01.01 121                     
2001.01.02 125 3.252319   3.252319  
2001.01.03 127 1.587335   2.419827  
2001.01.04 126 -0.790518  0.3984085 2.752321
2001.01.05 129 2.35305    0.7812659 1.791392
2001.01.06 130 0.7722046  1.562627  1.647022

So the first var number has been calculated by:

q)var 3.252319 1.587335 -0.790518

How can I add this extra column? I made some attempts similar to my moving average example above (t:update mvAvgRet:2 mavg retLogPcnt from t) however I was unsuccessful.

Apologies if this has been answered previously; I did search the forums but could not find anything that helped me. This may well be due to getting to grips with kdb terminology.

You may want to check out this page on the wiki that discusses sliding windows. Where it describes the sliding window function swin with this example:

q)swin:{[f;w;s] f each { 1_x,y }\[w#0;s]}
q)swin[avg; 3; til 10]
0 0.33333333 1 2 3 4 5 6 7 8

This can be modified for your purpose by using a list of floats to start with:

swin:{[f;w;s] f each { 1_x,y }\[w#0f;s]}

Such that:

q)update varRetns:swin[var;3;retLogPcnt] from t
td         px  retLogPcnt mvAvgRet varRetns
-------------------------------------------
2001.01.01 121                     0
2001.01.02 125 3.25232    3.25232  2.64439
2001.01.03 127 1.58733    2.41983  0.693043
2001.01.04 126 -0.790518  0.398408 2.75232
2001.01.05 129 2.35305    0.781266 1.79139
2001.01.06 130 0.772205   1.56263  1.64702

Which is close to your example output except for the initial 3 values not being null. If you wish to exclude these values a further change is required to the var function, which I have defined as newVar:

newVar:{$[any null x;0Nf;var x]}

q)update varRetns:swin[newVar;3;retLogPcnt] from t
td         px  retLogPcnt mvAvgRet varRetns
-------------------------------------------
2001.01.01 121
2001.01.02 125 3.25232    3.25232
2001.01.03 127 1.58733    2.41983
2001.01.04 126 -0.790518  0.398408 2.75232
2001.01.05 129 2.35305    0.781266 1.79139
2001.01.06 130 0.772205   1.56263  1.64702