+4.6%
KDP vs NVD
-99.2%
+103.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.5% |
| 7D | -1.6% | +0.5% | -2.1% | -1.6% |
| 30D | +9.5% | -9.3% | +18.8% | +9.7% |
| 3M | +2.6% | -22.1% | +24.7% | +3.2% |
| 6M | +15.6% | -45.8% | +61.4% | +17.1% |
| YTD | +17.3% | -46.7% | +64.0% | +18.7% |
| 1Y | +20.1% | -59.5% | +79.6% | +22.1% |
| 3Y | +4.9% | -99.2% | +104.1% | +18.4% |
| All | +4.6% | -99.2% | +103.8% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling