+19.3%
NU vs KDP
+25.9%
-6.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +1.7% |
| 7D | +2.8% | +4.0% | -1.2% | +2.0% |
| 30D | -23.0% | +16.8% | -39.8% | -25.3% |
| 3M | -9.7% | +32.0% | -41.8% | -14.4% |
| 6M | -8.7% | +35.2% | -43.9% | -14.2% |
| YTD | -26.4% | +40.9% | -67.3% | -31.7% |
| 1Y | -24.8% | +47.7% | -72.5% | -31.0% |
| 3Y | +44.6% | +34.8% | +9.8% | +31.5% |
| All | +19.3% | +25.9% | -6.6% | -17.4% |
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