+18.9%
KDP vs MDLN
-0.9%
+19.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.2% | +5.1% | +0.5% |
| 7D | +2.1% | -1.2% | +3.3% | +2.2% |
| 30D | +8.5% | -1.5% | +10.0% | +8.6% |
| 3M | +6.6% | +2.6% | +4.0% | +7.3% |
| 6M | +17.1% | -20.9% | +37.9% | +18.3% |
| YTD | +19.0% | -17.4% | +36.5% | +21.8% |
| All | +18.9% | -0.9% | +19.8% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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