+1,117.5%
KDP vs NDAQ
+823.6%
+293.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.4% |
| 7D | +1.3% | -2.4% | +3.7% | +1.9% |
| 30D | +6.0% | +2.5% | +3.5% | +5.3% |
| 3M | +9.2% | +9.9% | -0.7% | +6.5% |
| 6M | +14.7% | +9.4% | +5.3% | +11.7% |
| YTD | +19.2% | +0.4% | +18.8% | +18.1% |
| 1Y | +15.2% | +4.0% | +11.1% | +12.9% |
| 3Y | +6.0% | +94.4% | -88.4% | -12.4% |
| 5Y | +5.4% | +56.7% | -51.3% | -9.0% |
| 10Y | +171.9% | +375.3% | -203.4% | +74.0% |
| All | +1,117.5% | +823.6% | +293.9% | +545.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling