+21.6%
MCD vs KDP
+6.0%
+15.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | -2.8% | +1.3% | -4.1% | -3.2% |
| 30D | -6.0% | +6.0% | -12.0% | -7.6% |
| 3M | -5.6% | +9.2% | -14.8% | -8.2% |
| 6M | -21.9% | +14.7% | -36.5% | -25.3% |
| YTD | -14.7% | +19.2% | -33.9% | -19.5% |
| 1Y | -17.3% | +15.2% | -32.4% | -21.3% |
| 3Y | -2.2% | +6.0% | -8.1% | -5.6% |
| All | +21.6% | +6.0% | +15.6% | +17.8% |
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