-26.4%
NOW vs KDP
+14.9%
-41.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -3.0% | +2.2% | -5.2% | -3.4% |
| 30D | -26.0% | +19.9% | -46.0% | -28.1% |
| 3M | -13.1% | +21.5% | -34.6% | -15.8% |
| 6M | +14.5% | +30.1% | -15.6% | +10.1% |
| YTD | -33.4% | +34.9% | -68.4% | -36.5% |
| 1Y | -40.6% | +43.4% | -84.0% | -44.2% |
| 3Y | -16.3% | +29.1% | -45.4% | -22.0% |
| All | -26.4% | +14.9% | -41.3% | -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 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