+1,117.5%
KDP vs MDY
+456.0%
+661.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.3% | +0.1% | +1.1% | +1.2% |
| 30D | +6.0% | -1.5% | +7.5% | +6.7% |
| 3M | +9.2% | +0.8% | +8.4% | +8.7% |
| 6M | +14.7% | +7.4% | +7.3% | +10.7% |
| YTD | +19.2% | +15.2% | +4.0% | +11.3% |
| 1Y | +15.2% | +16.5% | -1.4% | +6.8% |
| 3Y | +6.0% | +46.8% | -40.8% | -13.3% |
| 5Y | +5.4% | +46.0% | -40.6% | -14.9% |
| 10Y | +171.9% | +172.1% | -0.2% | +53.9% |
| All | +1,117.5% | +456.0% | +661.5% | +326.8% |
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