+134.5%
MCHP vs KDP
+247.6%
-113.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.6% |
| 7D | +5.7% | -0.8% | +6.5% | +5.8% |
| 30D | -13.4% | +9.7% | -23.2% | -16.8% |
| 3M | -20.1% | +17.6% | -37.8% | -25.5% |
| 6M | -35.5% | +25.8% | -61.3% | -42.0% |
| YTD | -1.6% | +33.9% | -35.4% | -14.1% |
| 1Y | +15.5% | +38.9% | -23.4% | -0.7% |
| 3Y | -13.2% | +26.8% | -40.0% | -24.3% |
| 5Y | -17.5% | +16.3% | -33.8% | -25.2% |
| All | +134.5% | +247.6% | -113.0% | +63.1% |
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