+35.9%
KDP vs MTSI
+43.1%
-7.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.6% | -5.8% | -7.5% |
| 7D | -4.0% | +29.1% | -33.1% | -2.1% |
| 30D | +8.5% | -20.4% | +28.9% | +7.4% |
| 3M | +20.7% | -20.9% | +41.6% | +19.9% |
| 6M | +23.2% | -32.3% | +55.4% | +22.3% |
| YTD | +30.5% | +43.5% | -13.0% | +30.9% |
| 1Y | +35.9% | +43.8% | -7.9% | +37.3% |
| All | +35.9% | +43.1% | -7.2% | +37.3% |
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