+281.7%
NVDA vs KDP
+29.0%
+252.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.0% |
| 7D | -11.6% | +0.3% | -11.9% | -11.3% |
| 30D | -22.1% | +16.3% | -38.4% | -18.8% |
| 3M | -20.1% | +24.0% | -44.1% | -15.3% |
| 6M | -16.8% | +30.0% | -46.8% | -10.5% |
| YTD | -4.0% | +36.1% | -40.1% | +4.7% |
| 1Y | -4.8% | +46.8% | -51.6% | +5.8% |
| 3Y | +281.7% | +30.5% | +251.2% | +349.7% |
| All | +281.7% | +29.0% | +252.7% | +349.7% |
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 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