+42.5%
KDP vs MP
-38.7%
+81.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.3% | -0.1% |
| 7D | +4.5% | -19.0% | +23.5% | +3.1% |
| 30D | +18.5% | -30.5% | +49.0% | +15.9% |
| 3M | +20.8% | -29.6% | +50.4% | +18.6% |
| 6M | +29.4% | -50.4% | +79.8% | +25.1% |
| YTD | +35.9% | -33.2% | +69.1% | +33.3% |
| 1Y | +42.5% | -38.6% | +81.0% | +39.5% |
| All | +42.5% | -38.7% | +81.2% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling