+6.8%
KDP vs NDAQ
+55.8%
-49.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.5% |
| 7D | +1.3% | -2.4% | +3.7% | +1.7% |
| 30D | +6.0% | +2.5% | +3.5% | +5.5% |
| 3M | +9.2% | +9.9% | -0.7% | +7.3% |
| 6M | +14.7% | +9.4% | +5.3% | +12.7% |
| YTD | +19.2% | +0.4% | +18.8% | +18.7% |
| 1Y | +15.2% | +4.0% | +11.1% | +13.7% |
| 3Y | +6.0% | +94.4% | -88.4% | -10.7% |
| All | +6.8% | +55.8% | -49.0% | -6.7% |
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