+1.8%
KDP vs NTRS
+93.2%
-91.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | -3.7% | +1.4% | -5.1% | -3.8% |
| 30D | +6.2% | -0.7% | +6.8% | +6.3% |
| 3M | +1.2% | +11.3% | -10.1% | -0.2% |
| 6M | +15.3% | +35.5% | -20.2% | +10.5% |
| YTD | +14.8% | +40.6% | -25.8% | +9.2% |
| 1Y | +17.6% | +49.2% | -31.6% | +10.7% |
| 3Y | +2.1% | +167.2% | -165.1% | -14.6% |
| All | +1.8% | +93.2% | -91.4% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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