+3.0%
KDP vs NYT
+39.3%
-36.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -4.3% | -0.7% | -3.6% | -4.3% |
| 30D | +7.8% | +4.5% | +3.4% | +7.4% |
| 3M | -0.1% | -8.5% | +8.5% | +0.6% |
| 6M | +14.0% | -15.1% | +29.0% | +15.2% |
| YTD | +15.1% | -3.3% | +18.4% | +14.9% |
| 1Y | +18.5% | +17.0% | +1.5% | +16.2% |
| 3Y | +2.9% | +55.7% | -52.8% | -2.2% |
| 5Y | +3.0% | +38.9% | -35.9% | -3.6% |
| All | +3.0% | +39.3% | -36.3% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling