+173.3%
KDP vs MTSI
+514.0%
-340.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.3% | -1.1% |
| 7D | +1.3% | +1.4% | -0.1% | +1.2% |
| 30D | +6.0% | +2.1% | +3.9% | +5.6% |
| 3M | +9.2% | -29.7% | +38.9% | +10.9% |
| 6M | +14.7% | +12.5% | +2.2% | +12.7% |
| YTD | +19.2% | +57.0% | -37.8% | +14.4% |
| 1Y | +15.2% | +103.9% | -88.8% | +8.4% |
| 3Y | +6.0% | +223.6% | -217.6% | -5.2% |
| 5Y | +5.4% | +321.6% | -316.1% | -8.7% |
| All | +173.3% | +514.0% | -340.8% | +114.3% |
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 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