+28.0%
NU vs KDP
+19.6%
+8.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.6% | +9.2% | +11.2% |
| 7D | +9.9% | -0.8% | +10.7% | +10.1% |
| 30D | -11.5% | +9.7% | -21.2% | -13.1% |
| 3M | -5.1% | +17.6% | -22.7% | -8.1% |
| 6M | +3.1% | +25.8% | -22.7% | -1.7% |
| YTD | -21.0% | +33.9% | -54.9% | -26.0% |
| 1Y | -15.2% | +38.9% | -54.1% | -21.2% |
| 3Y | +56.4% | +26.8% | +29.7% | +44.3% |
| All | +28.0% | +19.6% | +8.4% | -10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling