+3.0%
KDP vs NTR
+45.0%
-42.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.7% |
| 3M | -0.1% | +22.2% | -22.2% | -1.4% |
| 6M | +14.0% | +5.2% | +8.8% | +13.4% |
| YTD | +15.1% | +29.7% | -14.6% | +12.6% |
| 1Y | +18.5% | +39.4% | -20.9% | +15.3% |
| 3Y | +2.9% | +38.2% | -35.3% | -0.5% |
| 5Y | +3.0% | +47.6% | -44.6% | -3.5% |
| All | +3.0% | +45.0% | -42.0% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling