+30.0%
KDP vs MTSI
+153.8%
-123.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -18.4% | +18.6% | -0.5% |
| 7D | +4.5% | -24.6% | +29.1% | +3.5% |
| 30D | +18.5% | -45.7% | +64.2% | +16.5% |
| 3M | +20.8% | -27.7% | +48.6% | +19.6% |
| 6M | +29.4% | -37.3% | +66.7% | +27.7% |
| YTD | +35.9% | +11.1% | +24.8% | +34.2% |
| 1Y | +42.5% | +27.2% | +15.3% | +40.5% |
| All | +30.0% | +153.8% | -123.8% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling