+43.5%
KDP vs MKSI
+40.1%
+3.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -5.0% | +10.9% | +5.5% |
| 7D | +5.3% | -10.7% | +16.0% | +4.6% |
| 30D | +19.1% | -30.5% | +49.6% | +17.0% |
| 3M | +19.2% | -39.2% | +58.3% | +16.5% |
| 6M | +29.3% | -33.0% | +62.3% | +26.3% |
| YTD | +35.5% | +22.3% | +13.2% | +35.7% |
| 1Y | +43.5% | +42.7% | +0.8% | +46.7% |
| All | +43.5% | +40.1% | +3.4% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 1y: compounded portfolio wealth divided by compounded MKSI 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…
1y analysis · Full analysis span regression · 6 months rolling