+5.1%
KDP vs NI
+100.2%
-95.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.4% | -0.5% |
| 7D | +2.1% | +2.3% | -0.2% | +1.3% |
| 30D | +8.5% | -1.7% | +10.1% | +9.1% |
| 3M | +6.6% | -8.0% | +14.6% | +9.7% |
| 6M | +17.1% | -8.6% | +25.7% | +20.7% |
| YTD | +19.0% | +2.3% | +16.7% | +17.9% |
| 1Y | +21.8% | +6.9% | +14.8% | +18.5% |
| 3Y | +6.4% | +70.6% | -64.1% | -14.1% |
| 5Y | +5.1% | +96.4% | -91.2% | -22.1% |
| All | +5.1% | +100.2% | -95.1% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling