+17.1%
MCHP vs KDP
+18.4%
-1.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | 0.0% | -3.7% | +3.7% | +0.4% |
| 30D | -6.0% | +6.2% | -12.2% | -6.7% |
| 3M | -19.7% | +1.2% | -20.9% | -20.3% |
| 6M | +14.0% | +15.3% | -1.3% | +7.3% |
| YTD | +18.4% | +14.8% | +3.6% | +12.0% |
| 1Y | +17.1% | +17.6% | -0.5% | +7.7% |
| All | +17.1% | +18.4% | -1.3% | +7.7% |
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 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