+5.0%
KDP vs MTCH
-72.5%
+77.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | -1.6% | -2.4% | +0.8% | -1.4% |
| 30D | +9.5% | +12.8% | -3.3% | +8.6% |
| 3M | +2.6% | +20.0% | -17.3% | +1.5% |
| 6M | +15.6% | +34.7% | -19.1% | +13.5% |
| YTD | +17.3% | +30.6% | -13.2% | +15.2% |
| 1Y | +20.1% | +10.9% | +9.2% | +19.0% |
| 3Y | +4.9% | -2.0% | +6.9% | +3.7% |
| 5Y | +5.0% | -72.6% | +77.6% | +8.5% |
| All | +5.0% | -72.5% | +77.5% | +8.5% |
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