+17.0%
KDP vs MSCI
+3.6%
+13.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.4% |
| 7D | +2.2% | +2.8% | -0.6% | +1.8% |
| 30D | +19.9% | +15.4% | +4.5% | +17.5% |
| 3M | +21.5% | +13.4% | +8.1% | +19.3% |
| 6M | +30.1% | +10.9% | +19.2% | +27.9% |
| YTD | +34.9% | +13.0% | +22.0% | +31.8% |
| 1Y | +43.4% | +12.0% | +31.4% | +40.2% |
| 3Y | +29.1% | +34.1% | -5.0% | +21.0% |
| All | +17.0% | +3.6% | +13.4% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling