+15.9%
KDP vs NXT
+213.5%
-197.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.6% |
| 7D | -0.8% | -9.4% | +8.6% | -0.7% |
| 30D | +9.7% | +15.1% | -5.4% | +9.6% |
| 3M | +17.6% | -9.1% | +26.7% | +17.7% |
| 6M | +25.8% | -30.3% | +56.1% | +26.2% |
| YTD | +33.9% | +9.1% | +24.8% | +32.9% |
| 1Y | +38.9% | +7.9% | +31.0% | +37.9% |
| 3Y | +26.8% | +176.5% | -149.7% | +18.9% |
| All | +15.9% | +213.5% | -197.6% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling