+14.7%
KDP vs M
+25.9%
-11.2%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.0% |
| 7D | +1.3% | +4.7% | -3.5% | +1.0% |
| 30D | +6.0% | -9.6% | +15.6% | +6.5% |
| 3M | +9.2% | +0.9% | +8.3% | +10.1% |
| 6M | +14.7% | +22.3% | -7.6% | +14.8% |
| All | +14.7% | +25.9% | -11.2% | +14.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling