+179.8%
KDP vs MDY
+170.4%
+9.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -1.0% |
| 7D | -1.6% | -0.8% | -0.8% | -1.3% |
| 30D | +9.5% | -3.9% | +13.4% | +11.1% |
| 3M | +2.6% | 0.0% | +2.7% | +2.5% |
| 6M | +15.6% | +8.5% | +7.1% | +11.8% |
| YTD | +17.3% | +13.2% | +4.1% | +11.5% |
| 1Y | +20.1% | +15.0% | +5.1% | +13.3% |
| 3Y | +4.9% | +49.6% | -44.7% | -12.4% |
| 5Y | +5.0% | +46.0% | -41.0% | -12.6% |
| 10Y | +179.8% | +176.4% | +3.4% | +67.7% |
| All | +179.8% | +170.4% | +9.3% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling