+43.5%
KDP vs MTSI
+59.5%
-16.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.0% | +6.9% | +5.8% |
| 7D | +5.3% | -10.7% | +16.0% | +4.6% |
| 30D | +19.1% | -29.0% | +48.1% | +16.8% |
| 3M | +19.2% | -14.7% | +33.9% | +18.4% |
| 6M | +29.3% | -20.1% | +49.4% | +27.8% |
| YTD | +35.5% | +36.1% | -0.6% | +37.7% |
| 1Y | +43.5% | +61.7% | -18.3% | +50.3% |
| All | +43.5% | +59.5% | -16.1% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling