+35.2%
KDP vs NOC
+1.8%
+33.3%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.3% | +1.7% |
| 7D | +4.0% | +4.9% | -0.9% | +3.8% |
| 30D | +16.8% | +13.6% | +3.2% | +15.6% |
| 3M | +32.0% | -3.9% | +35.9% | +30.1% |
| 6M | +35.2% | +1.4% | +33.7% | +34.9% |
| All | +35.2% | +1.8% | +33.3% | +34.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling