+256.4%
KDP vs M
-3.0%
+259.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.2% | +1.7% |
| 7D | +8.2% | +5.0% | +3.2% | +7.7% |
| 30D | +18.4% | +10.6% | +7.7% | +17.3% |
| 3M | +29.2% | +1.6% | +27.6% | +28.9% |
| 6M | +32.3% | +30.8% | +1.4% | +29.1% |
| YTD | +38.5% | +16.9% | +21.6% | +36.1% |
| 1Y | +48.5% | +26.3% | +22.2% | +44.9% |
| 3Y | +32.5% | +158.6% | -126.1% | +19.2% |
| 5Y | +19.7% | +2.1% | +17.6% | +13.7% |
| 10Y | +256.4% | -4.3% | +260.7% | +190.9% |
| All | +256.4% | -3.0% | +259.4% | +190.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling