+43.5%
KDP vs NVTS
-9.1%
+52.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +9.0% | -3.1% | +6.2% |
| 7D | +5.3% | -0.3% | +5.6% | +5.4% |
| 30D | +19.1% | -24.4% | +43.5% | +18.3% |
| 3M | +19.2% | -26.5% | +45.6% | +18.4% |
| 6M | +29.3% | -41.4% | +70.7% | +28.1% |
| YTD | +35.5% | +30.7% | +4.9% | +33.8% |
| 1Y | +43.5% | -10.8% | +54.3% | +43.3% |
| All | +43.5% | -9.1% | +52.5% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 1y: compounded portfolio wealth divided by compounded NVTS 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…
1y analysis · Full analysis span regression · 6 months rolling