+22.6%
KDP vs M
+0.2%
+22.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +1.8% |
| 7D | +4.0% | -3.3% | +7.3% | +4.2% |
| 30D | +16.8% | +8.1% | +8.7% | +16.1% |
| 3M | +32.0% | +2.2% | +29.8% | +31.7% |
| 6M | +35.2% | +35.1% | 0.0% | +32.2% |
| YTD | +40.9% | +15.8% | +25.1% | +39.0% |
| 1Y | +47.7% | +25.8% | +21.8% | +44.7% |
| 3Y | +34.8% | +156.2% | -121.4% | +23.2% |
| 5Y | +22.6% | -2.4% | +25.0% | +18.0% |
| All | +22.6% | +0.2% | +22.5% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling