+496.7%
KDP vs NWSA
+127.4%
+369.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.6% |
| 7D | +1.3% | -1.9% | +3.1% | +1.6% |
| 30D | +6.0% | +4.6% | +1.4% | +5.2% |
| 3M | +9.2% | +13.2% | -4.0% | +6.9% |
| 6M | +14.7% | +27.0% | -12.3% | +10.1% |
| YTD | +19.2% | +16.8% | +2.4% | +15.7% |
| 1Y | +15.2% | +4.5% | +10.7% | +13.8% |
| 3Y | +6.0% | +46.2% | -40.3% | -1.8% |
| 5Y | +5.4% | +40.9% | -35.5% | -3.2% |
| 10Y | +171.9% | +145.1% | +26.7% | +117.4% |
| All | +496.7% | +127.4% | +369.3% | +388.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling