+17.0%
KDP vs MTSI
+183.3%
-166.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.8% | -11.5% | -0.7% |
| 7D | +2.2% | -10.0% | +12.2% | +2.2% |
| 30D | +19.9% | -37.2% | +57.1% | +20.3% |
| 3M | +21.5% | -30.1% | +51.5% | +21.6% |
| 6M | +30.1% | -31.9% | +62.0% | +29.9% |
| YTD | +34.9% | +23.2% | +11.8% | +31.2% |
| 1Y | +43.4% | +26.4% | +17.0% | +39.2% |
| 3Y | +29.1% | +186.2% | -157.1% | +15.7% |
| All | +17.0% | +183.3% | -166.3% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling