+256.4%
KDP vs NOC
+158.6%
+97.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.5% |
| 7D | +8.2% | -0.3% | +8.5% | +8.2% |
| 30D | +18.4% | +14.1% | +4.2% | +15.9% |
| 3M | +29.2% | -4.6% | +33.9% | +29.9% |
| 6M | +32.3% | +0.7% | +31.5% | +31.7% |
| YTD | +38.5% | -2.6% | +41.1% | +37.8% |
| 1Y | +48.5% | -1.0% | +49.5% | +47.3% |
| 3Y | +32.5% | +24.5% | +8.0% | +25.2% |
| 5Y | +19.7% | +64.3% | -44.6% | +6.8% |
| 10Y | +256.4% | +162.8% | +93.6% | +199.7% |
| All | +256.4% | +158.6% | +97.8% | +199.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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