+2,367.1%
MA vs KDP
+1,294.8%
+1,072.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | +2.3% | +2.2% | +0.1% | +1.4% |
| 30D | +14.7% | +19.9% | -5.3% | +6.9% |
| 3M | +13.5% | +21.5% | -8.0% | +5.1% |
| 6M | +33.1% | +30.1% | +3.0% | +19.7% |
| YTD | +15.1% | +34.9% | -19.9% | +1.3% |
| 1Y | +18.7% | +43.4% | -24.7% | +1.9% |
| 3Y | +72.1% | +29.1% | +43.0% | +50.7% |
| 5Y | +92.8% | +15.0% | +77.8% | +75.8% |
| 10Y | +571.6% | +234.1% | +337.6% | +273.4% |
| All | +2,367.1% | +1,294.8% | +1,072.4% | +559.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling