+6.8%
KDP vs MSCI
-6.7%
+13.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +1.3% | +0.4% | +0.9% | +1.2% |
| 30D | +6.0% | +0.6% | +5.4% | +5.9% |
| 3M | +9.2% | -7.1% | +16.3% | +10.1% |
| 6M | +14.7% | +0.8% | +13.9% | +14.2% |
| YTD | +19.2% | +1.0% | +18.2% | +18.3% |
| 1Y | +15.2% | +4.3% | +10.9% | +13.6% |
| 3Y | +6.0% | +9.9% | -4.0% | +2.5% |
| All | +6.8% | -6.7% | +13.6% | +3.0% |
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