+188.9%
MCHP vs KDP
+173.3%
+15.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | 0.0% | -1.2% |
| 7D | -2.1% | -4.3% | +2.2% | -0.5% |
| 30D | -11.1% | +7.8% | -18.9% | -13.9% |
| 3M | -18.1% | -0.1% | -18.0% | -18.9% |
| 6M | +10.8% | +14.0% | -3.2% | +3.7% |
| YTD | +14.2% | +15.1% | -0.8% | +6.2% |
| 1Y | +13.5% | +18.5% | -5.0% | +3.9% |
| 3Y | -2.0% | +2.9% | -4.9% | -6.8% |
| 5Y | +1.4% | +3.0% | -1.6% | -3.5% |
| All | +188.9% | +173.3% | +15.6% | +115.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling