+1,116.0%
KDP vs NRG
+270.4%
+845.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +2.1% | +9.3% | -7.2% | +0.9% |
| 30D | +8.5% | +1.3% | +7.2% | +8.1% |
| 3M | +6.6% | -6.0% | +12.6% | +6.7% |
| 6M | +17.1% | -22.0% | +39.0% | +19.7% |
| YTD | +19.0% | -24.1% | +43.2% | +21.9% |
| 1Y | +21.8% | -18.0% | +39.8% | +22.7% |
| 3Y | +6.4% | +220.0% | -213.6% | -16.5% |
| 5Y | +5.1% | +201.1% | -196.0% | -18.0% |
| 10Y | +175.8% | +1,085.1% | -909.3% | +65.1% |
| All | +1,116.0% | +270.4% | +845.6% | +680.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling