+1,075.3%
KDP vs NTRS
+284.7%
+790.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.2% |
| 7D | -4.3% | +0.3% | -4.7% | -4.4% |
| 30D | +7.8% | +0.2% | +7.7% | +7.7% |
| 3M | -0.1% | +13.2% | -13.3% | -3.0% |
| 6M | +14.0% | +36.9% | -22.9% | +5.6% |
| YTD | +15.1% | +39.1% | -24.0% | +5.8% |
| 1Y | +18.5% | +50.4% | -31.9% | +6.8% |
| 3Y | +2.9% | +166.8% | -163.9% | -20.7% |
| 5Y | +3.0% | +92.9% | -89.9% | -15.9% |
| 10Y | +174.4% | +255.7% | -81.3% | +81.6% |
| All | +1,075.3% | +284.7% | +790.6% | +591.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling