+605.5%
KDP vs NWSA
+101.5%
+504.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +0.9% | +1.6% |
| 7D | +4.0% | -12.2% | +16.2% | +6.0% |
| 30D | +16.8% | -8.7% | +25.5% | +18.4% |
| 3M | +32.0% | -6.0% | +38.0% | +33.1% |
| 6M | +35.2% | -0.3% | +35.5% | +34.8% |
| YTD | +40.9% | +3.5% | +37.4% | +39.3% |
| 1Y | +47.7% | +0.8% | +46.9% | +46.6% |
| 3Y | +34.8% | +31.1% | +3.7% | +27.0% |
| 5Y | +22.6% | +18.8% | +3.8% | +15.7% |
| 10Y | +266.4% | +147.9% | +118.6% | +192.2% |
| All | +605.5% | +101.5% | +504.0% | +488.1% |
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