+169.5%
KDP vs NRG
+1,083.9%
-914.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.4% |
| 7D | -3.7% | -4.7% | +1.0% | -3.2% |
| 30D | +6.2% | -6.0% | +12.2% | +6.7% |
| 3M | +1.2% | -8.0% | +9.2% | +1.5% |
| 6M | +15.3% | -23.2% | +38.5% | +17.5% |
| YTD | +14.8% | -28.1% | +42.9% | +17.6% |
| 1Y | +17.6% | -27.3% | +44.9% | +19.9% |
| 3Y | +2.1% | +208.7% | -206.5% | -18.7% |
| 5Y | +2.7% | +197.7% | -194.9% | -18.9% |
| All | +169.5% | +1,083.9% | -914.4% | +84.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling