+1,232.8%
KDP vs NDAQ
+939.3%
+293.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.9% | -6.5% | -7.2% |
| 7D | -4.0% | +1.7% | -5.7% | -4.4% |
| 30D | +8.5% | +16.2% | -7.8% | +4.5% |
| 3M | +20.7% | +14.0% | +6.7% | +16.8% |
| 6M | +23.2% | +22.3% | +0.9% | +16.9% |
| YTD | +30.5% | +13.0% | +17.5% | +25.5% |
| 1Y | +35.9% | +24.0% | +11.9% | +27.6% |
| 3Y | +24.8% | +117.1% | -92.3% | +0.6% |
| 5Y | +13.4% | +67.5% | -54.1% | -3.6% |
| 10Y | +239.3% | +474.3% | -235.0% | +107.3% |
| All | +1,232.8% | +939.3% | +293.5% | +585.9% |
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