+1,117.5%
KDP vs NVS
+589.1%
+528.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.2% |
| 7D | +1.3% | +4.0% | -2.7% | -0.2% |
| 30D | +6.0% | +3.6% | +2.4% | +4.5% |
| 3M | +9.2% | +7.8% | +1.4% | +6.0% |
| 6M | +14.7% | -0.2% | +14.9% | +14.2% |
| YTD | +19.2% | +19.6% | -0.4% | +11.3% |
| 1Y | +15.2% | +28.4% | -13.2% | +4.6% |
| 3Y | +6.0% | +76.2% | -70.2% | -15.0% |
| 5Y | +5.4% | +111.1% | -105.7% | -21.7% |
| 10Y | +171.9% | +224.3% | -52.4% | +69.5% |
| All | +1,117.5% | +589.1% | +528.4% | +444.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling