+3.0%
KDP vs NVMI
+263.1%
-260.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.9% |
| 7D | -4.3% | +3.8% | -8.1% | -4.3% |
| 30D | +7.8% | -7.6% | +15.4% | +7.9% |
| 3M | -0.1% | -28.0% | +27.9% | +0.1% |
| 6M | +14.0% | -15.3% | +29.3% | +13.7% |
| YTD | +15.1% | +11.5% | +3.6% | +14.0% |
| 1Y | +18.5% | +31.6% | -13.1% | +16.9% |
| 3Y | +2.9% | +207.0% | -204.1% | -4.9% |
| 5Y | +3.0% | +262.8% | -259.9% | -7.9% |
| All | +3.0% | +263.1% | -260.1% | -7.9% |
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