+18.1%
MCHP vs KDP
+15.4%
+2.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.5% |
| 7D | +1.7% | +1.3% | +0.4% | +1.6% |
| 30D | -4.1% | +6.0% | -10.1% | -4.6% |
| 3M | -22.5% | +9.2% | -31.7% | -24.4% |
| 6M | +7.3% | +14.7% | -7.4% | +2.0% |
| YTD | +18.4% | +19.2% | -0.8% | +11.7% |
| 1Y | +18.1% | +15.2% | +3.0% | +10.4% |
| All | +18.1% | +15.4% | +2.8% | +10.4% |
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 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