+25.2%
KDP vs NVTS
-28.0%
+53.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.4% | -5.6% | +1.8% |
| 7D | +4.0% | +7.9% | -4.0% | +4.0% |
| 30D | +16.8% | +0.8% | +16.0% | +16.8% |
| 3M | +32.0% | -26.0% | +58.0% | +32.0% |
| 6M | +35.2% | -55.5% | +90.7% | +35.0% |
| YTD | +40.9% | +41.0% | -0.1% | +40.6% |
| 1Y | +47.7% | +10.4% | +37.2% | +47.4% |
| 3Y | +34.8% | +60.9% | -26.1% | +35.6% |
| 5Y | +22.6% | -42.8% | +65.4% | +21.7% |
| All | +25.2% | -28.0% | +53.1% | +25.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling