+16.2%
KDP vs NDAQ
+66.7%
-50.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | -0.8% | +1.3% | -2.1% | -1.0% |
| 30D | +9.7% | +18.0% | -8.2% | +6.5% |
| 3M | +17.6% | +11.5% | +6.1% | +15.2% |
| 6M | +25.8% | +21.1% | +4.7% | +21.4% |
| YTD | +33.9% | +12.8% | +21.1% | +30.5% |
| 1Y | +38.9% | +25.7% | +13.2% | +32.2% |
| 3Y | +26.8% | +116.8% | -90.0% | +5.2% |
| All | +16.2% | +66.7% | -50.5% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 5y: compounded portfolio wealth divided by compounded NDAQ 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…
5y analysis · Full analysis span regression · 6 months rolling