+2.4%
KDP vs NTR
+37.3%
-34.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.5% | -1.8% |
| 7D | -4.3% | -2.5% | -1.9% | -4.2% |
| 30D | +7.8% | +17.0% | -9.2% | +7.1% |
| 3M | -0.1% | +22.2% | -22.2% | -0.9% |
| 6M | +14.0% | +5.2% | +8.8% | +13.6% |
| YTD | +15.1% | +29.7% | -14.6% | +13.3% |
| 1Y | +18.5% | +39.4% | -20.9% | +16.1% |
| All | +2.4% | +37.3% | -34.9% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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