+43.4%
KDP vs MDB
-13.6%
+57.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -0.6% |
| 7D | +2.2% | -11.4% | +13.6% | +1.8% |
| 30D | +19.9% | -13.8% | +33.8% | +19.4% |
| 3M | +21.5% | -15.5% | +36.9% | +21.3% |
| 6M | +30.1% | +17.9% | +12.2% | +31.8% |
| YTD | +34.9% | -25.5% | +60.4% | +34.8% |
| 1Y | +43.4% | -12.1% | +55.5% | +44.7% |
| All | +43.4% | -13.6% | +57.0% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1y: compounded portfolio wealth divided by compounded MDB 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…
1y analysis · Full analysis span regression · 6 months rolling