-25.8%
NOW vs KDP
+19.7%
-45.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.8% | -4.8% | -3.3% |
| 7D | -8.7% | +8.2% | -17.0% | -9.7% |
| 30D | -29.3% | +18.4% | -47.6% | -31.1% |
| 3M | -21.8% | +29.2% | -51.1% | -24.8% |
| 6M | +9.2% | +32.3% | -23.0% | +4.8% |
| YTD | -35.0% | +38.5% | -73.5% | -38.2% |
| 1Y | -42.5% | +48.5% | -91.0% | -46.3% |
| 3Y | -21.5% | +32.5% | -54.0% | -27.1% |
| 5Y | -25.8% | +19.7% | -45.4% | -29.7% |
| All | -25.8% | +19.7% | -45.4% | -29.7% |
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