+48.4%
KDP vs MP
+262.7%
-214.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -5.1% | +11.0% | +5.9% |
| 7D | +5.3% | -12.5% | +17.9% | +5.4% |
| 30D | +19.1% | -23.3% | +42.4% | +19.3% |
| 3M | +19.2% | -24.4% | +43.5% | +19.4% |
| 6M | +29.3% | -45.8% | +75.0% | +29.9% |
| YTD | +35.5% | -28.9% | +64.4% | +35.3% |
| 1Y | +43.5% | -34.6% | +78.1% | +43.3% |
| 3Y | +29.0% | +118.7% | -89.7% | +22.4% |
| 5Y | +16.2% | -3.1% | +19.3% | +12.2% |
| All | +48.4% | +262.7% | -214.3% | +24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling