+1,117.5%
KDP vs NI
+1,051.6%
+65.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.6% |
| 7D | +1.3% | +2.0% | -0.7% | +0.5% |
| 30D | +6.0% | -3.5% | +9.5% | +7.4% |
| 3M | +9.2% | -9.1% | +18.3% | +13.2% |
| 6M | +14.7% | -11.8% | +26.5% | +20.2% |
| YTD | +19.2% | +1.1% | +18.1% | +18.4% |
| 1Y | +15.2% | +6.7% | +8.5% | +11.7% |
| 3Y | +6.0% | +71.1% | -65.1% | -15.7% |
| 5Y | +5.4% | +94.3% | -88.9% | -21.1% |
| 10Y | +171.9% | +135.8% | +36.1% | +77.8% |
| All | +1,117.5% | +1,051.6% | +65.9% | +233.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling