+1,278.3%
KDP vs NOC
+1,053.8%
+224.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +2.2% | -5.8% | +8.0% | +3.9% |
| 30D | +19.9% | +10.9% | +9.1% | +16.2% |
| 3M | +21.5% | -7.1% | +28.6% | +23.7% |
| 6M | +30.1% | -5.3% | +35.4% | +31.3% |
| YTD | +34.9% | -6.8% | +41.7% | +35.5% |
| 1Y | +43.4% | -6.7% | +50.1% | +43.9% |
| 3Y | +29.1% | +17.2% | +11.9% | +18.7% |
| 5Y | +15.0% | +56.3% | -41.3% | -6.5% |
| 10Y | +234.1% | +173.7% | +60.4% | +100.8% |
| All | +1,278.3% | +1,053.8% | +224.5% | +265.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling