+6.2%
KDP vs NVD
-99.2%
+105.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -0.2% |
| 7D | +2.1% | -7.7% | +9.7% | +2.3% |
| 30D | +8.5% | -5.8% | +14.3% | +8.6% |
| 3M | +6.6% | -23.2% | +29.8% | +7.3% |
| 6M | +17.1% | -49.7% | +66.8% | +18.8% |
| YTD | +19.0% | -47.7% | +66.7% | +20.5% |
| 1Y | +21.8% | -61.3% | +83.1% | +23.9% |
| 3Y | +6.4% | -99.2% | +105.6% | +20.2% |
| All | +6.2% | -99.2% | +105.3% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling