+16.2%
KDP vs NVMI
+140.3%
-124.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.0% | +5.6% | +2.6% |
| 7D | -0.8% | +1.5% | -2.3% | -0.8% |
| 30D | +9.7% | -4.1% | +13.8% | +9.8% |
| 3M | +17.6% | -22.8% | +40.4% | +17.7% |
| 6M | +25.8% | -36.9% | +62.7% | +25.9% |
| YTD | +33.9% | -3.2% | +37.1% | +32.8% |
| 1Y | +38.9% | +7.1% | +31.8% | +37.4% |
| 3Y | +26.8% | +181.5% | -154.7% | +17.0% |
| All | +16.2% | +140.3% | -124.1% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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