+239.3%
KDP vs MTSI
+512.4%
-273.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.0% | -8.2% | +0.4% |
| 7D | +0.3% | +3.5% | -3.2% | 0.0% |
| 30D | +16.3% | -30.3% | +46.6% | +18.0% |
| 3M | +24.0% | -26.0% | +50.0% | +25.1% |
| 6M | +30.0% | -36.1% | +66.1% | +31.7% |
| YTD | +36.1% | +34.3% | +1.8% | +30.9% |
| 1Y | +46.8% | +35.3% | +11.6% | +41.1% |
| 3Y | +30.5% | +217.6% | -187.2% | +15.8% |
| 5Y | +17.9% | +210.1% | -192.2% | +3.6% |
| 10Y | +239.3% | +471.4% | -232.2% | +158.8% |
| All | +239.3% | +512.4% | -273.1% | +158.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling