-17.1%
NOW vs KDP
+29.0%
-46.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.8% |
| 7D | -3.1% | +0.3% | -3.4% | -3.1% |
| 30D | -27.0% | +16.3% | -43.4% | -27.2% |
| 3M | -17.7% | +24.0% | -41.7% | -17.8% |
| 6M | +12.7% | +30.0% | -17.3% | +13.2% |
| YTD | -32.9% | +36.1% | -69.0% | -32.1% |
| 1Y | -40.4% | +46.8% | -87.2% | -40.1% |
| 3Y | -17.1% | +30.5% | -47.6% | -14.4% |
| All | -17.1% | +29.0% | -46.1% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling