+1,278.3%
KDP vs MSI
+1,523.9%
-245.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +2.2% | +4.7% | -2.5% | +1.1% |
| 30D | +19.9% | +14.8% | +5.2% | +16.0% |
| 3M | +21.5% | +8.8% | +12.7% | +19.0% |
| 6M | +30.1% | +19.3% | +10.8% | +24.1% |
| YTD | +34.9% | +35.3% | -0.4% | +24.6% |
| 1Y | +43.4% | +33.8% | +9.6% | +32.7% |
| 3Y | +29.1% | +74.4% | -45.4% | +11.0% |
| 5Y | +15.0% | +120.5% | -105.5% | -7.7% |
| 10Y | +234.1% | +685.2% | -451.1% | +92.4% |
| All | +1,278.3% | +1,523.9% | -245.5% | +482.8% |
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 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