+169.5%
KDP vs MKSI
+524.1%
-354.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.4% |
| 7D | -3.7% | +2.7% | -6.4% | -3.9% |
| 30D | +6.2% | -12.8% | +19.0% | +7.2% |
| 3M | +1.2% | -22.5% | +23.7% | +2.4% |
| 6M | +15.3% | +19.4% | -4.0% | +12.1% |
| YTD | +14.8% | +67.7% | -52.9% | +7.8% |
| 1Y | +17.6% | +131.4% | -113.8% | +6.8% |
| 3Y | +2.1% | +197.3% | -195.2% | -12.8% |
| 5Y | +2.7% | +87.0% | -84.2% | -9.0% |
| All | +169.5% | +524.1% | -354.6% | +90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling