+5.0%
KDP vs NVT
+420.2%
-415.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.0% | -1.3% |
| 7D | -1.6% | +7.0% | -8.6% | -1.9% |
| 30D | +9.5% | -2.3% | +11.8% | +9.5% |
| 3M | +2.6% | -3.1% | +5.7% | +2.5% |
| 6M | +15.6% | +47.0% | -31.4% | +11.3% |
| YTD | +17.3% | +56.2% | -38.9% | +12.2% |
| 1Y | +20.1% | +74.5% | -54.4% | +13.2% |
| 3Y | +4.9% | +184.0% | -179.1% | -10.8% |
| 5Y | +5.0% | +410.8% | -405.8% | -25.7% |
| All | +5.0% | +420.2% | -415.2% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling