+35.9%
KDP vs NSC
+18.2%
+17.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.8% | -8.2% | -7.7% |
| 7D | -4.0% | +1.6% | -5.6% | -4.6% |
| 30D | +8.5% | +4.2% | +4.3% | +6.7% |
| 3M | +20.7% | -0.2% | +20.9% | +20.6% |
| 6M | +23.2% | +7.6% | +15.6% | +18.4% |
| YTD | +30.5% | +17.4% | +13.1% | +23.0% |
| 1Y | +35.9% | +18.3% | +17.6% | +28.4% |
| All | +35.9% | +18.2% | +17.6% | +28.4% |
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