+239.3%
KDP vs MSCI
+799.4%
-560.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | +0.3% | +1.5% | -1.1% | +0.1% |
| 30D | +16.3% | +14.4% | +1.9% | +13.4% |
| 3M | +24.0% | +15.2% | +8.8% | +20.7% |
| 6M | +30.0% | +11.2% | +18.8% | +27.0% |
| YTD | +36.1% | +13.9% | +22.1% | +31.8% |
| 1Y | +46.8% | +12.5% | +34.3% | +42.5% |
| 3Y | +30.5% | +32.3% | -1.8% | +20.7% |
| 5Y | +17.9% | +4.9% | +13.0% | +12.1% |
| 10Y | +239.3% | +779.7% | -540.4% | +120.2% |
| All | +239.3% | +799.4% | -560.1% | +120.2% |
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