+29.3%
KDP vs MP
-48.0%
+77.2%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -5.1% | +11.0% | +5.4% |
| 7D | +5.3% | -12.5% | +17.9% | +4.1% |
| 30D | +19.1% | -23.3% | +42.4% | +16.5% |
| 3M | +19.2% | -24.4% | +43.5% | +17.1% |
| 6M | +29.3% | -45.8% | +75.0% | +24.1% |
| All | +29.3% | -48.0% | +77.2% | +24.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling