+92.1%
MA vs KDP
+21.7%
+70.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.2% |
| 7D | -1.8% | +4.0% | -5.7% | -2.8% |
| 30D | +11.0% | +16.8% | -5.8% | +6.6% |
| 3M | +17.9% | +32.0% | -14.2% | +9.6% |
| 6M | +33.2% | +35.2% | -2.0% | +22.9% |
| YTD | +16.5% | +40.9% | -24.4% | +5.8% |
| 1Y | +19.1% | +47.7% | -28.6% | +6.6% |
| 3Y | +70.6% | +34.8% | +35.8% | +53.8% |
| 5Y | +92.1% | +22.6% | +69.5% | +78.5% |
| All | +92.1% | +21.7% | +70.4% | +78.5% |
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 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