+22.7%
MCD vs KDP
+14.9%
+7.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +7.1% | +2.2% | +4.9% | +6.4% |
| 30D | +19.8% | +19.9% | -0.2% | +13.5% |
| 3M | +0.8% | +21.5% | -20.7% | -5.0% |
| 6M | -1.3% | +30.1% | -31.4% | -9.2% |
| YTD | -7.8% | +34.9% | -42.7% | -16.3% |
| 1Y | -5.0% | +43.4% | -48.3% | -15.5% |
| 3Y | +10.5% | +29.1% | -18.5% | -0.4% |
| All | +22.7% | +14.9% | +7.8% | +13.7% |
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