+256.4%
KDP vs NWSA
+149.3%
+107.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +8.2% | -9.7% | +17.9% | +9.9% |
| 30D | +18.4% | -8.6% | +27.0% | +20.0% |
| 3M | +29.2% | -6.3% | +35.5% | +30.4% |
| 6M | +32.3% | -1.2% | +33.5% | +32.1% |
| YTD | +38.5% | +2.6% | +35.8% | +37.1% |
| 1Y | +48.5% | 0.0% | +48.5% | +47.6% |
| 3Y | +32.5% | +30.1% | +2.4% | +24.8% |
| 5Y | +19.7% | +18.3% | +1.4% | +12.9% |
| 10Y | +256.4% | +149.3% | +107.0% | +189.9% |
| All | +256.4% | +149.3% | +107.0% | +189.9% |
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