+6.4%
KDP vs MXL
+186.9%
-180.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.0% | -6.1% | -0.1% |
| 7D | +2.1% | +15.5% | -13.4% | +2.0% |
| 30D | +8.5% | -11.3% | +19.8% | +8.5% |
| 3M | +6.6% | -16.1% | +22.7% | +6.3% |
| 6M | +17.1% | +323.0% | -306.0% | +13.9% |
| YTD | +19.0% | +281.5% | -262.5% | +15.9% |
| 1Y | +21.8% | +319.3% | -297.5% | +18.4% |
| 3Y | +6.4% | +189.4% | -182.9% | +4.1% |
| All | +6.4% | +186.9% | -180.4% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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