+247.9%
KDP vs NWSA
+148.1%
+99.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +2.1% |
| 7D | -0.8% | +2.2% | -3.0% | -1.1% |
| 30D | +9.7% | -8.8% | +18.5% | +11.3% |
| 3M | +17.6% | -6.5% | +24.1% | +18.7% |
| 6M | +25.8% | +1.5% | +24.3% | +25.1% |
| YTD | +33.9% | +4.0% | +29.8% | +32.3% |
| 1Y | +38.9% | +3.4% | +35.4% | +37.3% |
| 3Y | +26.8% | +34.8% | -8.1% | +18.7% |
| 5Y | +16.3% | +18.4% | -2.0% | +9.8% |
| All | +247.9% | +148.1% | +99.7% | +180.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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