+229.6%
KDP vs MTSI
+448.7%
-219.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.8% | -11.5% | -1.2% |
| 7D | +2.2% | -10.0% | +12.2% | +2.5% |
| 30D | +19.9% | -37.2% | +57.1% | +22.2% |
| 3M | +21.5% | -30.1% | +51.5% | +22.8% |
| 6M | +30.1% | -31.9% | +62.0% | +31.0% |
| YTD | +34.9% | +23.2% | +11.8% | +30.4% |
| 1Y | +43.4% | +26.4% | +17.0% | +38.2% |
| 3Y | +29.1% | +186.2% | -157.1% | +15.3% |
| 5Y | +15.0% | +187.0% | -172.1% | +1.5% |
| All | +229.6% | +448.7% | -219.1% | +158.6% |
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