+14.7%
KDP vs NUE
+46.9%
-32.2%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.8% |
| 7D | +1.3% | +4.2% | -2.9% | +1.0% |
| 30D | +6.0% | -5.0% | +11.0% | +6.4% |
| 3M | +9.2% | -0.2% | +9.4% | +9.1% |
| 6M | +14.7% | +49.1% | -34.5% | +7.8% |
| All | +14.7% | +46.9% | -32.2% | +7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling