+1,117.5%
KDP vs MSI
+1,373.4%
-255.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +1.3% | -3.7% | +5.0% | +2.2% |
| 30D | +6.0% | +6.8% | -0.8% | +4.1% |
| 3M | +9.2% | +14.3% | -5.1% | +5.6% |
| 6M | +14.7% | -1.6% | +16.3% | +14.6% |
| YTD | +19.2% | +22.8% | -3.6% | +12.7% |
| 1Y | +15.2% | -1.1% | +16.3% | +14.6% |
| 3Y | +6.0% | +70.5% | -64.5% | -8.5% |
| 5Y | +5.4% | +102.8% | -97.4% | -13.7% |
| 10Y | +171.9% | +597.4% | -425.5% | +61.1% |
| All | +1,117.5% | +1,373.4% | -255.9% | +427.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling