+33.5%
KDP vs MDB
-10.2%
+43.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | -0.1% | +1.8% |
| 7D | +4.0% | +3.0% | +1.0% | +4.0% |
| 30D | +16.8% | -11.3% | +28.1% | +16.7% |
| 3M | +32.0% | -23.0% | +55.0% | +31.9% |
| 6M | +35.2% | +14.8% | +20.4% | +35.3% |
| YTD | +40.9% | -19.4% | +60.3% | +41.2% |
| 1Y | +47.7% | -9.0% | +56.6% | +48.0% |
| All | +33.5% | -10.2% | +43.6% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling