+159.5%
KDP vs NTR
+103.6%
+55.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.3% |
| 7D | +2.1% | +3.8% | -1.8% | +1.5% |
| 30D | +8.5% | +25.2% | -16.8% | +4.9% |
| 3M | +6.6% | +21.0% | -14.4% | +3.5% |
| 6M | +17.1% | +7.6% | +9.5% | +15.3% |
| YTD | +19.0% | +32.9% | -13.8% | +13.3% |
| 1Y | +21.8% | +43.1% | -21.3% | +14.2% |
| 3Y | +6.4% | +41.6% | -35.1% | -1.2% |
| 5Y | +5.1% | +54.8% | -49.6% | -9.7% |
| All | +159.5% | +103.6% | +55.9% | +80.6% |
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