+3.1%
KDP vs NXT
+181.9%
-178.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.1% |
| 7D | +2.1% | +2.9% | -0.8% | +2.0% |
| 30D | +8.5% | -17.2% | +25.7% | +8.7% |
| 3M | +6.6% | -32.0% | +38.6% | +7.0% |
| 6M | +17.1% | -15.8% | +32.8% | +16.8% |
| YTD | +19.0% | -1.9% | +21.0% | +18.3% |
| 1Y | +21.8% | +22.5% | -0.7% | +20.1% |
| 3Y | +6.4% | +100.5% | -94.1% | +0.9% |
| All | +3.1% | +181.9% | -178.8% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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