+256.4%
KDP vs MSCI
+789.3%
-532.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.1% | +1.5% |
| 7D | +8.2% | +2.7% | +5.5% | +7.7% |
| 30D | +18.4% | +16.2% | +2.1% | +15.1% |
| 3M | +29.2% | +17.1% | +12.2% | +25.5% |
| 6M | +32.3% | +13.0% | +19.3% | +28.9% |
| YTD | +38.5% | +15.8% | +22.7% | +33.7% |
| 1Y | +48.5% | +15.5% | +33.0% | +43.4% |
| 3Y | +32.5% | +32.3% | +0.1% | +22.6% |
| 5Y | +19.7% | +8.2% | +11.5% | +13.0% |
| 10Y | +256.4% | +800.7% | -544.3% | +132.6% |
| All | +256.4% | +789.3% | -532.9% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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