+1,117.5%
KDP vs MTCH
+767.6%
+349.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.7% |
| 7D | +1.3% | +0.7% | +0.6% | +1.2% |
| 30D | +6.0% | +9.7% | -3.7% | +4.8% |
| 3M | +9.2% | +21.1% | -11.9% | +6.7% |
| 6M | +14.7% | +37.5% | -22.8% | +10.2% |
| YTD | +19.2% | +31.9% | -12.7% | +14.9% |
| 1Y | +15.2% | +14.6% | +0.6% | +12.8% |
| 3Y | +6.0% | -6.2% | +12.1% | +4.5% |
| 5Y | +5.4% | -70.6% | +76.0% | +17.2% |
| 10Y | +171.9% | +185.6% | -13.7% | +82.5% |
| All | +1,117.5% | +767.6% | +349.9% | +330.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling