+170.1%
KDP vs MTCH
+203.9%
-33.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.9% | -2.0% |
| 7D | -4.3% | -1.4% | -2.9% | -4.2% |
| 30D | +7.8% | +13.6% | -5.8% | +6.8% |
| 3M | -0.1% | +22.4% | -22.4% | -1.5% |
| 6M | +14.0% | +37.2% | -23.2% | +11.3% |
| YTD | +15.1% | +31.8% | -16.7% | +12.6% |
| 1Y | +18.5% | +12.9% | +5.6% | +17.2% |
| 3Y | +2.9% | -1.1% | +4.0% | +1.6% |
| 5Y | +3.0% | -73.5% | +76.5% | +10.1% |
| All | +170.1% | +203.9% | -33.8% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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