+239.1%
KDP vs NUE
+442.4%
-203.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.2% | -7.2% | -7.4% |
| 7D | -4.0% | +6.1% | -10.1% | -4.7% |
| 30D | +8.5% | +2.7% | +5.7% | +7.9% |
| 3M | +20.7% | -3.8% | +24.5% | +21.0% |
| 6M | +23.2% | +14.0% | +9.2% | +20.5% |
| YTD | +30.5% | +61.2% | -30.7% | +21.5% |
| 1Y | +35.9% | +77.8% | -41.9% | +24.7% |
| 3Y | +24.8% | +78.2% | -53.4% | +12.5% |
| 5Y | +13.4% | +149.8% | -136.4% | -6.1% |
| All | +239.1% | +442.4% | -203.3% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 10y: compounded portfolio wealth divided by compounded NUE 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…
10y analysis · Full analysis span regression · 6 months rolling