+47.8%
KDP vs MP
+257.7%
-209.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.7% | -0.7% |
| 7D | +2.2% | -10.5% | +12.7% | +2.3% |
| 30D | +19.9% | -23.5% | +43.5% | +20.2% |
| 3M | +21.5% | -25.4% | +46.9% | +21.7% |
| 6M | +30.1% | -51.3% | +81.4% | +31.0% |
| YTD | +34.9% | -29.9% | +64.8% | +34.7% |
| 1Y | +43.4% | -31.8% | +75.2% | +43.1% |
| 3Y | +29.1% | +127.0% | -97.9% | +22.2% |
| 5Y | +15.0% | -3.3% | +18.3% | +11.0% |
| All | +47.8% | +257.7% | -209.9% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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