+1,288.1%
KDP vs MSCI
+2,285.8%
-997.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.9% |
| 7D | +4.5% | +6.0% | -1.5% | +3.2% |
| 30D | +18.5% | +18.2% | +0.3% | +14.4% |
| 3M | +20.8% | +15.1% | +5.7% | +17.2% |
| 6M | +29.4% | +13.7% | +15.7% | +25.4% |
| YTD | +35.9% | +15.6% | +20.3% | +30.6% |
| 1Y | +42.5% | +16.3% | +26.1% | +36.6% |
| 3Y | +29.4% | +36.9% | -7.5% | +17.7% |
| 5Y | +15.8% | +6.3% | +9.5% | +8.9% |
| 10Y | +236.5% | +823.0% | -586.5% | +83.3% |
| All | +1,288.1% | +2,285.8% | -997.7% | +418.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling