+107.3%
KDP vs NVT
+699.2%
-591.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.2% |
| 7D | +1.3% | +5.1% | -3.8% | +0.6% |
| 30D | +6.0% | -3.7% | +9.7% | +6.3% |
| 3M | +9.2% | -10.1% | +19.3% | +10.1% |
| 6M | +14.7% | +37.5% | -22.8% | +7.3% |
| YTD | +19.2% | +53.7% | -34.5% | +9.0% |
| 1Y | +15.2% | +70.9% | -55.7% | +2.8% |
| 3Y | +6.0% | +180.4% | -174.4% | -17.9% |
| 5Y | +5.4% | +393.5% | -388.0% | -30.6% |
| All | +107.3% | +699.2% | -591.9% | +11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling