+169.5%
KDP vs NVS
+179.5%
-10.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -3.7% | -14.3% | +10.6% | +0.4% |
| 30D | +6.2% | -10.0% | +16.1% | +8.8% |
| 3M | +1.2% | -10.9% | +12.1% | +4.0% |
| 6M | +15.3% | -12.0% | +27.3% | +18.7% |
| YTD | +14.8% | +2.5% | +12.3% | +12.5% |
| 1Y | +17.6% | +10.7% | +6.9% | +12.2% |
| 3Y | +2.1% | +53.3% | -51.2% | -13.4% |
| 5Y | +2.7% | +93.6% | -90.9% | -20.6% |
| All | +169.5% | +179.5% | -10.0% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 10y: compounded portfolio wealth divided by compounded NVS 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…
10y analysis · Full analysis span regression · 6 months rolling