+17.9%
KDP vs NSC
+27.3%
-9.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.4% |
| 7D | +0.3% | -5.4% | +5.7% | +1.8% |
| 30D | +16.3% | +2.9% | +13.4% | +15.5% |
| 3M | +24.0% | -2.2% | +26.1% | +24.6% |
| 6M | +30.0% | +5.3% | +24.7% | +28.0% |
| YTD | +36.1% | +14.8% | +21.3% | +31.2% |
| 1Y | +46.8% | +16.6% | +30.3% | +41.0% |
| 3Y | +30.5% | +78.6% | -48.1% | +10.1% |
| 5Y | +17.9% | +27.2% | -9.3% | +8.3% |
| All | +17.9% | +27.3% | -9.4% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling