+6.8%
KDP vs MDB
-28.4%
+35.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.8% |
| 7D | +1.3% | -17.4% | +18.7% | +1.5% |
| 30D | +6.0% | -2.0% | +8.0% | +6.0% |
| 3M | +9.2% | -3.0% | +12.2% | +9.1% |
| 6M | +14.7% | +48.7% | -34.0% | +13.6% |
| YTD | +19.2% | -12.1% | +31.3% | +19.2% |
| 1Y | +15.2% | +14.5% | +0.7% | +14.4% |
| 3Y | +6.0% | -6.1% | +12.1% | +4.5% |
| All | +6.8% | -28.4% | +35.2% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling