+1,117.5%
KDP vs M
+68.5%
+1,049.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.2% |
| 7D | +1.3% | +4.7% | -3.5% | +0.7% |
| 30D | +6.0% | -9.6% | +15.6% | +7.3% |
| 3M | +9.2% | +0.9% | +8.3% | +8.8% |
| 6M | +14.7% | +22.3% | -7.6% | +11.3% |
| YTD | +19.2% | +6.5% | +12.7% | +17.4% |
| 1Y | +15.2% | +38.8% | -23.6% | +9.5% |
| 3Y | +6.0% | +115.9% | -109.9% | -8.2% |
| 5Y | +5.4% | +28.6% | -23.2% | -6.9% |
| 10Y | +171.9% | -2.5% | +174.4% | +121.2% |
| All | +1,117.5% | +68.5% | +1,049.0% | +647.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling