+681.7%
MCD vs KDP
+1,304.6%
-622.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.0% | -0.9% |
| 7D | +8.0% | +4.5% | +3.5% | +6.6% |
| 30D | +19.6% | +18.5% | +1.1% | +13.8% |
| 3M | +2.2% | +20.8% | -18.6% | -3.5% |
| 6M | -1.1% | +29.4% | -30.5% | -8.8% |
| YTD | -7.2% | +35.9% | -43.1% | -15.9% |
| 1Y | -6.7% | +42.5% | -49.2% | -16.6% |
| 3Y | +11.6% | +29.4% | -17.8% | +1.4% |
| 5Y | +22.6% | +15.8% | +6.8% | +14.6% |
| 10Y | +218.4% | +236.5% | -18.0% | +116.8% |
| All | +681.7% | +1,304.6% | -622.9% | +256.4% |
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