+5.0%
KDP vs MXL
+34.9%
-29.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.5% | -9.0% | -1.6% |
| 7D | -1.6% | +19.0% | -20.5% | -1.9% |
| 30D | +9.5% | +4.5% | +5.0% | +9.3% |
| 3M | +2.6% | -1.5% | +4.1% | +2.0% |
| 6M | +15.6% | +348.6% | -333.0% | +9.2% |
| YTD | +17.3% | +310.3% | -292.9% | +10.9% |
| 1Y | +20.1% | +344.7% | -324.6% | +13.1% |
| 3Y | +4.9% | +211.2% | -206.3% | -2.1% |
| 5Y | +5.0% | +34.8% | -29.9% | -0.1% |
| All | +5.0% | +34.9% | -29.9% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling