+169.5%
KDP vs NI
+143.3%
+26.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | +6.2% | -1.4% | +7.6% | +6.6% |
| 3M | +1.2% | -10.6% | +11.8% | +4.9% |
| 6M | +15.3% | -9.3% | +24.7% | +19.0% |
| YTD | +14.8% | +1.1% | +13.7% | +14.2% |
| 1Y | +17.6% | +3.4% | +14.2% | +15.9% |
| 3Y | +2.1% | +67.9% | -65.7% | -15.0% |
| 5Y | +2.7% | +98.0% | -95.2% | -19.5% |
| All | +169.5% | +143.3% | +26.2% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 10y: compounded portfolio wealth divided by compounded NI 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…
10y analysis · Full analysis span regression · 6 months rolling