-5.1%
KDP vs MSFU
+76.3%
-81.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | -0.8% |
| 7D | +1.3% | -5.7% | +7.0% | +1.4% |
| 30D | +6.0% | +4.2% | +1.8% | +5.9% |
| 3M | +9.2% | +27.9% | -18.7% | +8.3% |
| 6M | +14.7% | +37.1% | -22.4% | +13.5% |
| YTD | +19.2% | -7.4% | +26.6% | +19.3% |
| 1Y | +15.2% | -19.6% | +34.8% | +15.8% |
| 3Y | +6.0% | +33.2% | -27.2% | +0.9% |
| All | -5.1% | +76.3% | -81.4% | -13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling