+4.2%
KDP vs NVTS
-17.0%
+21.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.5% |
| 7D | -1.6% | +3.5% | -5.0% | -1.6% |
| 30D | +9.5% | -11.9% | +21.4% | +9.4% |
| 3M | +2.6% | -49.2% | +51.9% | +2.5% |
| 6M | +15.6% | +38.4% | -22.8% | +15.4% |
| YTD | +17.3% | +62.5% | -45.1% | +17.0% |
| 1Y | +20.1% | +101.4% | -81.3% | +19.7% |
| 3Y | +4.9% | +40.4% | -35.5% | +5.9% |
| All | +4.2% | -17.0% | +21.2% | +4.8% |
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