+132.9%
KDP vs NVT
+488.5%
-355.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.7% |
| 7D | -0.8% | +8.0% | -8.8% | -1.7% |
| 30D | +9.7% | -24.8% | +34.5% | +12.9% |
| 3M | +17.6% | -32.4% | +50.0% | +22.3% |
| 6M | +25.8% | -33.5% | +59.2% | +30.3% |
| YTD | +33.9% | +13.2% | +20.7% | +26.0% |
| 1Y | +38.9% | +9.0% | +29.9% | +31.4% |
| 3Y | +26.8% | +129.4% | -102.6% | -1.2% |
| 5Y | +16.3% | +230.1% | -213.7% | -19.1% |
| All | +132.9% | +488.5% | -355.6% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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