+3.9%
KDP vs MSFU
+87.3%
-83.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.8% | -8.2% | -7.4% |
| 7D | -4.0% | -4.9% | +0.9% | -3.9% |
| 30D | +8.5% | -9.1% | +17.5% | +8.6% |
| 3M | +20.7% | +8.7% | +12.0% | +20.4% |
| 6M | +23.2% | +48.3% | -25.1% | +21.7% |
| YTD | +30.5% | -1.6% | +32.1% | +30.3% |
| 1Y | +35.9% | -13.6% | +49.5% | +36.4% |
| 3Y | +24.8% | +20.2% | +4.6% | +20.6% |
| All | +3.9% | +87.3% | -83.4% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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