+1,267.4%
KDP vs NI
+1,189.9%
+77.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.4% |
| 7D | -0.8% | +4.3% | -5.1% | -2.4% |
| 30D | +9.7% | +12.4% | -2.6% | +4.9% |
| 3M | +17.6% | +10.2% | +7.4% | +13.2% |
| 6M | +25.8% | -0.8% | +26.6% | +25.9% |
| YTD | +33.9% | +13.2% | +20.6% | +27.2% |
| 1Y | +38.9% | +10.1% | +28.8% | +33.3% |
| 3Y | +26.8% | +103.1% | -76.3% | -5.5% |
| 5Y | +16.3% | +115.5% | -99.2% | -16.4% |
| 10Y | +248.1% | +195.5% | +52.7% | +107.3% |
| All | +1,267.4% | +1,189.9% | +77.5% | +258.7% |
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