+29.1%
KDP vs MP
+114.3%
-85.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.7% | -0.6% |
| 7D | +2.2% | -10.5% | +12.7% | +2.0% |
| 30D | +19.9% | -23.5% | +43.5% | +19.4% |
| 3M | +21.5% | -25.4% | +46.9% | +21.0% |
| 6M | +30.1% | -51.3% | +81.4% | +29.1% |
| YTD | +34.9% | -29.9% | +64.8% | +34.1% |
| 1Y | +43.4% | -31.8% | +75.2% | +42.4% |
| 3Y | +29.1% | +127.0% | -97.9% | +24.5% |
| All | +29.1% | +114.3% | -85.3% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling