+47.7%
KDP vs NSC
+16.7%
+30.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +0.9% | +1.4% |
| 7D | +4.0% | -3.5% | +7.5% | +5.4% |
| 30D | +16.8% | +3.9% | +12.9% | +15.1% |
| 3M | +32.0% | -0.8% | +32.8% | +32.2% |
| 6M | +35.2% | +7.1% | +28.0% | +30.2% |
| YTD | +40.9% | +16.4% | +24.5% | +33.3% |
| 1Y | +47.7% | +16.9% | +30.8% | +40.2% |
| All | +47.7% | +16.7% | +30.9% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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