+29.4%
KDP vs MTSI
-35.1%
+64.5%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -18.4% | +18.6% | -1.7% |
| 7D | +4.5% | -24.6% | +29.1% | +1.8% |
| 30D | +18.5% | -45.7% | +64.2% | +12.3% |
| 3M | +20.8% | -27.7% | +48.6% | +17.9% |
| 6M | +29.4% | -37.3% | +66.7% | +24.3% |
| All | +29.4% | -35.1% | +64.5% | +24.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling