+819.2%
NEE vs KDP
+1,331.3%
-512.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -1.2% |
| 7D | +2.3% | +8.2% | -5.9% | -0.2% |
| 30D | +11.5% | +18.4% | -6.9% | +5.7% |
| 3M | +2.6% | +29.2% | -26.6% | -5.6% |
| 6M | -6.0% | +32.3% | -38.2% | -14.4% |
| YTD | +9.8% | +38.5% | -28.7% | -1.7% |
| 1Y | +4.7% | +48.5% | -43.8% | -8.5% |
| 3Y | +71.0% | +32.5% | +38.6% | +53.5% |
| 5Y | +15.8% | +19.7% | -3.9% | +7.0% |
| 10Y | +287.3% | +256.4% | +30.9% | +146.1% |
| All | +819.2% | +1,331.3% | -512.1% | +248.5% |
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