+16.2%
KDP vs MSI
+124.3%
-108.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | -0.8% | +3.2% | -4.0% | -1.5% |
| 30D | +9.7% | +17.6% | -7.9% | +5.7% |
| 3M | +17.6% | +14.5% | +3.1% | +13.9% |
| 6M | +25.8% | +34.3% | -8.5% | +17.2% |
| YTD | +33.9% | +39.7% | -5.8% | +22.8% |
| 1Y | +38.9% | +40.2% | -1.3% | +27.3% |
| 3Y | +26.8% | +77.1% | -50.4% | +7.3% |
| All | +16.2% | +124.3% | -108.1% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling