+26.8%
KDP vs MXL
+237.7%
-210.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.4% | +8.0% | +2.6% |
| 7D | -0.8% | +13.4% | -14.2% | -0.7% |
| 30D | +9.7% | -29.2% | +39.0% | +9.6% |
| 3M | +17.6% | -27.2% | +44.8% | +17.5% |
| 6M | +25.8% | -36.4% | +62.2% | +25.3% |
| YTD | +33.9% | +220.0% | -186.2% | +30.2% |
| 1Y | +38.9% | +304.8% | -265.9% | +34.9% |
| 3Y | +26.8% | +238.5% | -211.7% | +19.8% |
| All | +26.8% | +237.7% | -210.9% | +19.8% |
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