+48.8%
KDP vs MP
+240.8%
-192.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.3% | +0.3% |
| 7D | +4.5% | -19.0% | +23.5% | +4.7% |
| 30D | +18.5% | -30.5% | +49.0% | +18.8% |
| 3M | +20.8% | -29.6% | +50.4% | +21.1% |
| 6M | +29.4% | -50.4% | +79.8% | +30.2% |
| YTD | +35.9% | -33.2% | +69.1% | +35.7% |
| 1Y | +42.5% | -38.6% | +81.0% | +42.3% |
| 3Y | +29.4% | +105.5% | -76.1% | +22.7% |
| 5Y | +15.8% | -7.8% | +23.6% | +11.9% |
| All | +48.8% | +240.8% | -192.0% | +24.6% |
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