+169.5%
KDP vs NYT
+489.9%
-320.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -3.7% | -0.6% | -3.1% | -3.6% |
| 30D | +6.2% | +4.6% | +1.6% | +5.6% |
| 3M | +1.2% | -9.6% | +10.8% | +2.4% |
| 6M | +15.3% | -14.0% | +29.3% | +17.2% |
| YTD | +14.8% | -2.8% | +17.6% | +14.6% |
| 1Y | +17.6% | +15.6% | +2.0% | +14.5% |
| 3Y | +2.1% | +56.3% | -54.2% | -5.5% |
| 5Y | +2.7% | +39.5% | -36.8% | -4.5% |
| All | +169.5% | +489.9% | -320.4% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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