+1,266.3%
NVDL vs KDP
+5.2%
+1,261.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.6% | -6.6% | -2.9% |
| 7D | -24.8% | -0.8% | -24.0% | -25.0% |
| 30D | -48.0% | +9.7% | -57.8% | -45.4% |
| 3M | -51.5% | +17.6% | -69.2% | -47.4% |
| 6M | -54.9% | +25.8% | -80.7% | -49.4% |
| YTD | -39.2% | +33.9% | -73.1% | -29.7% |
| 1Y | -41.1% | +38.9% | -80.0% | -30.8% |
| 3Y | +262.9% | +26.8% | +236.1% | +337.1% |
| All | +1,266.3% | +5.2% | +1,261.1% | +1,897.8% |
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