+17.6%
KDP vs NUE
+85.4%
-67.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.4% |
| 7D | -3.7% | -0.6% | -3.1% | -3.6% |
| 30D | +6.2% | -4.6% | +10.7% | +6.6% |
| 3M | +1.2% | -0.3% | +1.5% | +1.1% |
| 6M | +15.3% | +51.9% | -36.5% | +8.8% |
| YTD | +14.8% | +60.0% | -45.2% | +7.6% |
| 1Y | +17.6% | +82.9% | -65.3% | +7.6% |
| All | +17.6% | +85.4% | -67.8% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling