+1,116.0%
KDP vs MKSI
+1,262.4%
-146.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.4% |
| 7D | +2.1% | +7.7% | -5.7% | +1.1% |
| 30D | +8.5% | -12.9% | +21.3% | +10.2% |
| 3M | +6.6% | -14.8% | +21.5% | +7.3% |
| 6M | +17.1% | +26.6% | -9.6% | +10.8% |
| YTD | +19.0% | +66.6% | -47.5% | +7.7% |
| 1Y | +21.8% | +144.6% | -122.8% | +3.4% |
| 3Y | +6.4% | +193.1% | -186.7% | -16.7% |
| 5Y | +5.1% | +88.6% | -83.4% | -14.0% |
| 10Y | +175.8% | +490.9% | -315.1% | +58.2% |
| All | +1,116.0% | +1,262.4% | -146.4% | +352.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling