+2,086.0%
MA vs KDP
+1,132.0%
+954.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -2.7% | +1.3% | -4.0% | -3.2% |
| 30D | +1.5% | +6.0% | -4.5% | -0.8% |
| 3M | +20.4% | +9.2% | +11.2% | +16.1% |
| 6M | +11.1% | +14.7% | -3.6% | +4.7% |
| YTD | +2.0% | +19.2% | -17.2% | -5.7% |
| 1Y | -2.2% | +15.2% | -17.3% | -8.8% |
| 3Y | +41.9% | +6.0% | +35.9% | +34.3% |
| 5Y | +75.4% | +5.4% | +69.9% | +65.1% |
| 10Y | +527.5% | +171.9% | +355.7% | +280.7% |
| All | +2,086.0% | +1,132.0% | +954.0% | +513.6% |
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