+15.2%
KDP vs NRG
-18.6%
+33.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.4% | -7.3% | -0.9% |
| 7D | +1.3% | +7.1% | -5.8% | +1.3% |
| 30D | +6.0% | -1.4% | +7.4% | +6.0% |
| 3M | +9.2% | -10.5% | +19.6% | +9.2% |
| 6M | +14.7% | -26.7% | +41.4% | +15.5% |
| YTD | +19.2% | -24.5% | +43.7% | +20.4% |
| 1Y | +15.2% | -18.6% | +33.7% | +17.9% |
| All | +15.2% | -18.6% | +33.8% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 1y: compounded portfolio wealth divided by compounded NRG 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…
1y analysis · Full analysis span regression · 6 months rolling