-74.9%
NKE vs KDP
+3.6%
-78.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.5% |
| 7D | -2.3% | -1.6% | -0.8% | -1.8% |
| 30D | -10.4% | +9.5% | -19.9% | -13.1% |
| 3M | -15.5% | +2.6% | -18.1% | -16.4% |
| 6M | -32.6% | +15.6% | -48.3% | -36.1% |
| YTD | -39.8% | +17.3% | -57.2% | -43.3% |
| 1Y | -47.6% | +20.1% | -67.7% | -51.2% |
| 3Y | -59.0% | +4.9% | -63.9% | -60.8% |
| 5Y | -74.9% | +5.0% | -79.9% | -75.6% |
| All | -74.9% | +3.6% | -78.6% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling