+826.5%
NEE vs KDP
+1,294.7%
-468.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | +3.9% | +2.2% | +1.7% | +3.1% |
| 30D | +12.8% | +19.9% | -7.1% | +6.5% |
| 3M | +3.6% | +21.5% | -17.9% | -2.9% |
| 6M | -7.5% | +30.1% | -37.6% | -15.4% |
| YTD | +10.7% | +34.9% | -24.3% | -0.2% |
| 1Y | +9.1% | +43.4% | -34.3% | -3.6% |
| 3Y | +61.0% | +29.1% | +31.9% | +45.7% |
| 5Y | +16.3% | +15.0% | +1.3% | +8.8% |
| 10Y | +264.6% | +234.1% | +30.5% | +136.8% |
| All | +826.5% | +1,294.7% | -468.3% | +254.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 all: compounded portfolio wealth divided by compounded KDP 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…
all analysis · Full analysis span regression · 6 months rolling