+14.7%
KDP vs NOC
-31.4%
+46.1%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -1.0% |
| 7D | +1.3% | -5.2% | +6.5% | +1.1% |
| 30D | +6.0% | -7.2% | +13.2% | +5.8% |
| 3M | +9.2% | -5.1% | +14.3% | +9.4% |
| 6M | +14.7% | -31.1% | +45.8% | +11.5% |
| All | +14.7% | -31.4% | +46.1% | +11.5% |
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