+568.4%
MA vs KDP
+248.3%
+320.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.1% |
| 7D | +1.8% | +8.2% | -6.4% | -0.6% |
| 30D | +11.8% | +18.4% | -6.5% | +6.3% |
| 3M | +17.2% | +29.2% | -12.1% | +8.4% |
| 6M | +33.4% | +32.3% | +1.1% | +22.3% |
| YTD | +16.1% | +38.5% | -22.3% | +4.5% |
| 1Y | +19.9% | +48.5% | -28.6% | +5.4% |
| 3Y | +70.1% | +32.5% | +37.6% | +52.5% |
| 5Y | +89.6% | +19.7% | +70.0% | +75.6% |
| 10Y | +568.4% | +256.4% | +312.0% | +422.5% |
| All | +568.4% | +248.3% | +320.2% | +422.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 10y: compounded portfolio wealth divided by compounded KDP 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…
10y analysis · Full analysis span regression · 6 months rolling