+746.5%
KDP vs MXL
+249.5%
+496.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -1.2% |
| 7D | +1.3% | +1.6% | -0.4% | +1.2% |
| 30D | +6.0% | -7.0% | +13.0% | +6.1% |
| 3M | +9.2% | -33.4% | +42.6% | +10.0% |
| 6M | +14.7% | +260.2% | -245.5% | +2.1% |
| YTD | +19.2% | +260.0% | -240.8% | +5.9% |
| 1Y | +15.2% | +303.5% | -288.3% | +1.2% |
| 3Y | +6.0% | +160.4% | -154.5% | -7.9% |
| 5Y | +5.4% | +14.7% | -9.3% | -4.8% |
| 10Y | +171.9% | +215.6% | -43.7% | +109.8% |
| All | +746.5% | +249.5% | +496.9% | +518.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling