+6.5%
KDP vs NVS
+90.2%
-83.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -13.9% | +13.8% | +3.2% |
| 7D | +2.1% | -14.6% | +16.7% | +5.7% |
| 30D | +8.5% | -11.9% | +20.4% | +11.2% |
| 3M | +6.6% | -6.0% | +12.6% | +7.3% |
| 6M | +17.1% | -11.4% | +28.5% | +19.7% |
| YTD | +19.0% | +2.9% | +16.1% | +16.7% |
| 1Y | +21.8% | +10.2% | +11.5% | +16.9% |
| 3Y | +6.4% | +55.3% | -48.9% | -8.3% |
| All | +6.5% | +90.2% | -83.7% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling