+197.7%
NKE vs KDP
+1,130.5%
-932.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -0.1% | +2.1% | -2.1% | -0.8% |
| 30D | -7.7% | +8.5% | -16.1% | -10.4% |
| 3M | -10.9% | +6.6% | -17.5% | -13.1% |
| 6M | -31.9% | +17.1% | -48.9% | -35.9% |
| YTD | -38.6% | +19.0% | -57.7% | -42.7% |
| 1Y | -46.9% | +21.8% | -68.7% | -51.0% |
| 3Y | -58.2% | +6.4% | -64.6% | -60.2% |
| 5Y | -74.0% | +5.1% | -79.2% | -75.2% |
| 10Y | -21.6% | +175.8% | -197.4% | -49.8% |
| All | +197.7% | +1,130.5% | -932.8% | -1.0% |
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