+4.7%
MDT vs KDP
+15.4%
-10.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | +3.2% | +1.3% | +1.9% | +3.0% |
| 30D | +9.5% | +6.0% | +3.5% | +8.3% |
| 3M | +16.0% | +9.2% | +6.8% | +14.5% |
| 6M | +0.2% | +14.7% | -14.5% | -1.8% |
| YTD | -0.3% | +19.2% | -19.5% | -2.9% |
| 1Y | +4.7% | +15.2% | -10.5% | +3.9% |
| All | +4.7% | +15.4% | -10.6% | +3.9% |
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