+6.4%
KDP vs NI
+71.0%
-64.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.4% | -0.5% |
| 7D | +2.1% | +2.3% | -0.2% | +1.4% |
| 30D | +8.5% | -1.7% | +10.1% | +9.0% |
| 3M | +6.6% | -8.0% | +14.6% | +9.4% |
| 6M | +17.1% | -8.6% | +25.7% | +20.3% |
| YTD | +19.0% | +2.3% | +16.7% | +18.4% |
| 1Y | +21.8% | +6.9% | +14.8% | +19.3% |
| 3Y | +6.4% | +70.6% | -64.1% | -12.4% |
| All | +6.4% | +71.0% | -64.6% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling