+247.9%
KDP vs MTSI
+465.0%
-217.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.6% | +8.2% | +2.8% |
| 7D | -0.8% | +10.0% | -10.8% | -1.3% |
| 30D | +9.7% | -20.3% | +30.1% | +10.6% |
| 3M | +17.6% | -24.4% | +42.0% | +18.5% |
| 6M | +25.8% | -39.2% | +65.0% | +27.8% |
| YTD | +33.9% | +35.5% | -1.6% | +28.7% |
| 1Y | +38.9% | +43.0% | -4.2% | +33.0% |
| 3Y | +26.8% | +196.3% | -169.5% | +13.2% |
| 5Y | +16.3% | +210.0% | -193.7% | +2.2% |
| All | +247.9% | +465.0% | -217.2% | +174.2% |
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