+5.7%
KDP vs NVTS
-14.2%
+19.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.1% |
| 7D | +2.1% | +9.7% | -7.6% | +2.1% |
| 30D | +8.5% | -13.6% | +22.1% | +8.4% |
| 3M | +6.6% | -51.0% | +57.6% | +6.5% |
| 6M | +17.1% | +46.3% | -29.3% | +16.9% |
| YTD | +19.0% | +68.1% | -49.0% | +18.8% |
| 1Y | +21.8% | +113.9% | -92.1% | +21.4% |
| 3Y | +6.4% | +45.3% | -38.8% | +7.4% |
| All | +5.7% | -14.2% | +19.9% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling