+191.8%
KDP vs NTR
+81.1%
+110.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | +9.7% | +2.0% | +7.8% | +9.4% |
| 3M | +17.6% | +6.4% | +11.2% | +16.5% |
| 6M | +25.8% | +1.6% | +24.2% | +25.3% |
| YTD | +33.9% | +18.2% | +15.7% | +29.5% |
| 1Y | +38.9% | +23.9% | +14.9% | +33.3% |
| 3Y | +26.8% | +44.7% | -17.9% | +16.9% |
| 5Y | +16.3% | +21.3% | -5.0% | +5.2% |
| All | +191.8% | +81.1% | +110.7% | +106.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling