+26.8%
KDP vs NUE
+72.4%
-45.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.5% | +6.1% | +2.8% |
| 7D | -0.8% | +2.8% | -3.6% | -1.0% |
| 30D | +9.7% | -2.1% | +11.8% | +9.8% |
| 3M | +17.6% | -7.3% | +25.0% | +18.0% |
| 6M | +25.8% | +8.9% | +16.9% | +24.7% |
| YTD | +33.9% | +55.6% | -21.7% | +29.6% |
| 1Y | +38.9% | +74.7% | -35.8% | +33.6% |
| 3Y | +26.8% | +71.7% | -44.9% | +22.4% |
| All | +26.8% | +72.4% | -45.6% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling