+92.3%
MA vs KDP
+14.9%
+77.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +2.3% | +2.2% | +0.1% | +1.7% |
| 30D | +14.7% | +19.9% | -5.3% | +9.4% |
| 3M | +13.5% | +21.5% | -8.0% | +7.8% |
| 6M | +33.1% | +30.1% | +3.0% | +24.1% |
| YTD | +15.1% | +34.9% | -19.9% | +5.7% |
| 1Y | +18.7% | +43.4% | -24.7% | +7.0% |
| 3Y | +72.1% | +29.1% | +43.0% | +56.9% |
| All | +92.3% | +14.9% | +77.4% | +81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling