-47.4%
NKE vs KDP
+15.4%
-62.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -2.0% | +1.3% | -3.3% | -2.4% |
| 30D | -8.6% | +6.0% | -14.6% | -10.1% |
| 3M | -11.0% | +9.2% | -20.2% | -13.3% |
| 6M | -33.2% | +14.7% | -47.9% | -36.0% |
| YTD | -38.1% | +19.2% | -57.3% | -41.3% |
| 1Y | -47.4% | +15.2% | -62.5% | -49.7% |
| All | -47.4% | +15.4% | -62.7% | -49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling