+16.2%
KDP vs MTCH
-70.4%
+86.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.6% |
| 7D | -0.8% | +6.7% | -7.5% | -1.3% |
| 30D | +9.7% | -1.8% | +11.5% | +9.8% |
| 3M | +17.6% | +12.2% | +5.4% | +16.6% |
| 6M | +25.8% | +16.6% | +9.2% | +24.4% |
| YTD | +33.9% | +31.8% | +2.0% | +31.2% |
| 1Y | +38.9% | +30.8% | +8.0% | +36.2% |
| 3Y | +26.8% | +49.6% | -22.8% | +22.4% |
| All | +16.2% | -70.4% | +86.6% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling