+758.1%
KDP vs MTSI
+896.6%
-138.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -18.4% | +18.6% | +1.1% |
| 7D | +4.5% | -24.6% | +29.1% | +5.7% |
| 30D | +18.5% | -45.7% | +64.2% | +21.6% |
| 3M | +20.8% | -27.7% | +48.6% | +21.8% |
| 6M | +29.4% | -37.3% | +66.7% | +30.8% |
| YTD | +35.9% | +11.1% | +24.8% | +32.4% |
| 1Y | +42.5% | +27.2% | +15.3% | +37.5% |
| 3Y | +29.4% | +153.7% | -124.3% | +17.7% |
| 5Y | +15.8% | +159.0% | -143.2% | +4.1% |
| 10Y | +236.5% | +405.6% | -169.1% | +173.6% |
| All | +758.1% | +896.6% | -138.5% | +565.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling