+26.8%
KDP vs NVS
+90.8%
-64.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | -0.8% | -1.3% | +0.5% | -0.5% |
| 30D | +9.7% | +9.3% | +0.4% | +7.7% |
| 3M | +17.6% | +5.8% | +11.8% | +15.6% |
| 6M | +25.8% | +7.2% | +18.6% | +23.1% |
| YTD | +33.9% | +20.0% | +13.9% | +27.4% |
| 1Y | +38.9% | +25.4% | +13.5% | +30.7% |
| 3Y | +26.8% | +89.2% | -62.4% | +6.4% |
| All | +26.8% | +90.8% | -64.0% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling