+19.4%
KDP vs NVD
-98.5%
+117.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.9% | -1.3% | +2.5% |
| 7D | -0.8% | +28.6% | -29.4% | -1.7% |
| 30D | +9.7% | +73.6% | -63.9% | +7.5% |
| 3M | +17.6% | +70.1% | -52.5% | +15.2% |
| 6M | +25.8% | +53.6% | -27.8% | +23.4% |
| YTD | +33.9% | -7.0% | +40.9% | +32.7% |
| 1Y | +38.9% | -9.0% | +47.9% | +37.6% |
| 3Y | +26.8% | -98.3% | +125.1% | +39.4% |
| All | +19.4% | -98.5% | +117.9% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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