+127.0%
KDP vs NVT
+492.6%
-365.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.1% | -6.3% | -7.3% |
| 7D | -4.0% | +17.4% | -21.4% | -5.8% |
| 30D | +8.5% | -28.4% | +36.8% | +12.3% |
| 3M | +20.7% | -32.4% | +53.1% | +25.5% |
| 6M | +23.2% | -32.2% | +55.3% | +27.2% |
| YTD | +30.5% | +14.0% | +16.5% | +22.7% |
| 1Y | +35.9% | +4.3% | +31.6% | +29.5% |
| 3Y | +24.8% | +131.7% | -106.9% | -2.9% |
| 5Y | +13.4% | +232.4% | -219.0% | -21.3% |
| All | +127.0% | +492.6% | -365.6% | +26.0% |
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