+11.2%
MCD vs KDP
+29.6%
-18.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.0% | -0.8% |
| 7D | +8.0% | +4.5% | +3.5% | +6.8% |
| 30D | +19.6% | +18.5% | +1.1% | +14.7% |
| 3M | +2.2% | +20.8% | -18.6% | -2.5% |
| 6M | -1.1% | +29.4% | -30.5% | -7.5% |
| YTD | -7.2% | +35.9% | -43.1% | -14.5% |
| 1Y | -6.7% | +42.5% | -49.2% | -15.1% |
| All | +11.2% | +29.6% | -18.4% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling