+6.7%
KDP vs NSC
+77.4%
-70.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | +1.3% | -5.5% | +6.8% | +2.6% |
| 30D | +6.0% | -3.2% | +9.2% | +6.8% |
| 3M | +9.2% | +7.7% | +1.5% | +7.2% |
| 6M | +14.7% | +4.5% | +10.2% | +13.1% |
| YTD | +19.2% | +15.6% | +3.6% | +15.2% |
| 1Y | +15.2% | +19.8% | -4.7% | +10.5% |
| All | +6.7% | +77.4% | -70.6% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling