+1,117.5%
KDP vs NVMI
+23,302.5%
-22,185.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -1.2% |
| 7D | +1.3% | +6.6% | -5.3% | +0.9% |
| 30D | +6.0% | -7.5% | +13.5% | +6.3% |
| 3M | +9.2% | -28.5% | +37.7% | +10.6% |
| 6M | +14.7% | -15.7% | +30.4% | +14.9% |
| YTD | +19.2% | +13.3% | +5.9% | +17.3% |
| 1Y | +15.2% | +48.3% | -33.1% | +11.4% |
| 3Y | +6.0% | +191.2% | -185.3% | -3.1% |
| 5Y | +5.4% | +268.7% | -263.2% | -5.9% |
| 10Y | +171.9% | +3,034.8% | -2,862.9% | +112.8% |
| All | +1,117.5% | +23,302.5% | -22,185.0% | +728.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling