+7.6%
KDP vs MTSI
+224.7%
-217.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.3% | -0.8% |
| 7D | +1.3% | +1.4% | -0.1% | +1.3% |
| 30D | +6.0% | +2.1% | +3.9% | +6.0% |
| 3M | +9.2% | -29.7% | +38.9% | +9.1% |
| 6M | +14.7% | +12.5% | +2.2% | +14.3% |
| YTD | +19.2% | +57.0% | -37.8% | +18.5% |
| 1Y | +15.2% | +103.9% | -88.8% | +14.0% |
| All | +7.6% | +224.7% | -217.1% | +1.3% |
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 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