+1,232.8%
KDP vs MDY
+442.8%
+790.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.2% | -6.2% | -6.9% |
| 7D | -4.0% | +3.0% | -7.0% | -5.3% |
| 30D | +8.5% | +0.8% | +7.6% | +8.0% |
| 3M | +20.7% | -5.1% | +25.8% | +23.5% |
| 6M | +23.2% | +1.2% | +22.0% | +22.3% |
| YTD | +30.5% | +12.5% | +18.0% | +23.1% |
| 1Y | +35.9% | +13.8% | +22.1% | +27.4% |
| 3Y | +24.8% | +56.4% | -31.6% | -1.0% |
| 5Y | +13.4% | +35.3% | -21.9% | -5.0% |
| 10Y | +239.3% | +167.7% | +71.6% | +93.5% |
| All | +1,232.8% | +442.8% | +790.0% | +372.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling