+21.8%
KDP vs NXT
+20.2%
+1.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.1% |
| 7D | +2.1% | +2.9% | -0.8% | +2.2% |
| 30D | +8.5% | -17.2% | +25.7% | +7.9% |
| 3M | +6.6% | -32.0% | +38.6% | +5.8% |
| 6M | +17.1% | -15.8% | +32.8% | +16.7% |
| YTD | +19.0% | -1.9% | +21.0% | +19.8% |
| 1Y | +21.8% | +22.5% | -0.7% | +24.3% |
| All | +21.8% | +20.2% | +1.6% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling