+19.9%
MDT vs KDP
+41.3%
-21.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.9% | +0.2% | +4.3% |
| 7D | +10.7% | +5.3% | +5.4% | +8.9% |
| 30D | +19.3% | +19.1% | +0.2% | +13.8% |
| 3M | +22.8% | +19.2% | +3.6% | +17.1% |
| 6M | +36.4% | +29.3% | +7.1% | +28.6% |
| YTD | +12.1% | +35.5% | -23.5% | +4.8% |
| 1Y | +19.9% | +43.5% | -23.5% | +12.0% |
| All | +19.9% | +41.3% | -21.4% | +12.0% |
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 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