+196.8%
NKE vs KDP
+1,283.7%
-1,086.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -0.3% |
| 7D | -1.6% | -0.8% | -0.8% | -1.4% |
| 30D | +7.6% | +9.7% | -2.1% | +3.9% |
| 3M | -6.9% | +17.6% | -24.5% | -12.4% |
| 6M | -8.5% | +25.8% | -34.3% | -16.2% |
| YTD | -38.8% | +33.9% | -72.7% | -45.4% |
| 1Y | -40.6% | +38.9% | -79.4% | -47.7% |
| 3Y | -60.9% | +26.8% | -87.7% | -65.1% |
| 5Y | -75.4% | +16.3% | -91.7% | -77.4% |
| 10Y | -13.5% | +248.1% | -261.6% | -49.4% |
| All | +196.8% | +1,283.7% | -1,086.9% | -5.6% |
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 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