+3.0%
KDP vs NRG
+183.6%
-180.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.8% |
| 7D | -4.3% | -0.2% | -4.1% | -4.3% |
| 30D | +7.8% | -6.8% | +14.6% | +8.1% |
| 3M | -0.1% | -7.1% | +7.1% | 0.0% |
| 6M | +14.0% | -27.6% | +41.6% | +15.2% |
| YTD | +15.1% | -29.2% | +44.3% | +16.4% |
| 1Y | +18.5% | -29.9% | +48.4% | +19.7% |
| 3Y | +2.9% | +198.7% | -195.8% | -13.0% |
| 5Y | +3.0% | +192.9% | -189.9% | -11.8% |
| All | +3.0% | +183.6% | -180.7% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling