+247.9%
KDP vs MSCI
+809.0%
-561.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.4% |
| 7D | -0.8% | +2.7% | -3.5% | -1.3% |
| 30D | +9.7% | +17.4% | -7.7% | +6.5% |
| 3M | +17.6% | +14.8% | +2.8% | +14.6% |
| 6M | +25.8% | +16.1% | +9.7% | +22.0% |
| YTD | +33.9% | +16.0% | +17.9% | +29.2% |
| 1Y | +38.9% | +16.4% | +22.4% | +33.9% |
| 3Y | +26.8% | +35.3% | -8.5% | +16.9% |
| 5Y | +16.3% | +6.6% | +9.7% | +10.3% |
| All | +247.9% | +809.0% | -561.1% | +123.6% |
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