+22.0%
NXPI vs KDP
+14.9%
+7.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | -4.4% | +2.2% | -6.6% | -5.1% |
| 30D | +5.6% | +19.9% | -14.4% | +0.1% |
| 3M | +7.6% | +21.5% | -13.9% | +1.4% |
| 6M | -17.6% | +30.1% | -47.7% | -24.8% |
| YTD | +15.9% | +34.9% | -19.1% | +4.1% |
| 1Y | +22.4% | +43.4% | -21.0% | +7.6% |
| 3Y | +43.2% | +29.1% | +14.2% | +25.5% |
| All | +22.0% | +14.9% | +7.1% | +15.1% |
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