+29.1%
KDP vs NXT
+181.6%
-152.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.3% | -6.1% | -0.7% |
| 7D | +2.2% | +32.2% | -30.0% | +2.2% |
| 30D | +19.9% | +21.9% | -2.0% | +19.9% |
| 3M | +21.5% | +6.6% | +14.9% | +21.5% |
| 6M | +30.1% | -16.8% | +46.9% | +30.0% |
| YTD | +34.9% | +20.4% | +14.5% | +34.5% |
| 1Y | +43.4% | -1.5% | +44.9% | +43.1% |
| 3Y | +29.1% | +182.4% | -153.3% | +23.6% |
| All | +29.1% | +181.6% | -152.5% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling