+239.3%
KDP vs MSI
+689.5%
-450.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.2% |
| 7D | +0.3% | +8.3% | -8.0% | -1.6% |
| 30D | +16.3% | +18.9% | -2.6% | +11.5% |
| 3M | +24.0% | +13.2% | +10.8% | +20.2% |
| 6M | +30.0% | +38.3% | -8.3% | +19.9% |
| YTD | +36.1% | +38.9% | -2.8% | +24.7% |
| 1Y | +46.8% | +36.7% | +10.1% | +35.0% |
| 3Y | +30.5% | +76.6% | -46.1% | +11.2% |
| 5Y | +17.9% | +124.5% | -106.6% | -6.7% |
| 10Y | +239.3% | +674.5% | -435.3% | +108.1% |
| All | +239.3% | +689.5% | -450.2% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling