-40.6%
NOW vs KDP
+42.4%
-83.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.5% |
| 7D | -3.0% | +2.2% | -5.2% | -2.7% |
| 30D | -26.0% | +19.9% | -46.0% | -24.4% |
| 3M | -13.1% | +21.5% | -34.6% | -10.8% |
| 6M | +14.5% | +30.1% | -15.6% | +23.8% |
| YTD | -33.4% | +34.9% | -68.4% | -24.4% |
| 1Y | -40.6% | +43.4% | -84.0% | -30.4% |
| All | -40.6% | +42.4% | -83.0% | -30.4% |
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