+789.0%
NEE vs KDP
+1,132.0%
-343.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.5% |
| 7D | +1.9% | +1.3% | +0.7% | +1.5% |
| 30D | -2.2% | +6.0% | -8.1% | -4.1% |
| 3M | -1.2% | +9.2% | -10.4% | -4.3% |
| 6M | -8.6% | +14.7% | -23.3% | -12.9% |
| YTD | +6.2% | +19.2% | -13.0% | -0.3% |
| 1Y | +21.1% | +15.2% | +5.9% | +14.5% |
| 3Y | +36.4% | +6.0% | +30.4% | +31.4% |
| 5Y | +11.4% | +5.4% | +5.9% | +7.2% |
| 10Y | +250.0% | +171.9% | +78.1% | +143.3% |
| All | +789.0% | +1,132.0% | -343.0% | +253.8% |
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