-5.0%
MCD vs KDP
+42.4%
-47.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +7.1% | +2.2% | +4.9% | +6.3% |
| 30D | +19.8% | +19.9% | -0.2% | +14.7% |
| 3M | +0.8% | +21.5% | -20.7% | -3.6% |
| 6M | -1.3% | +30.1% | -31.4% | -7.5% |
| YTD | -7.8% | +34.9% | -42.7% | -14.5% |
| 1Y | -5.0% | +43.4% | -48.3% | -14.0% |
| All | -5.0% | +42.4% | -47.4% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling