+38.0%
MDT vs KDP
+173.3%
-135.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.2% |
| 7D | -1.6% | -4.3% | +2.7% | -0.4% |
| 30D | +1.0% | +7.8% | -6.8% | -1.2% |
| 3M | +15.2% | -0.1% | +15.2% | +15.0% |
| 6M | +3.7% | +14.0% | -10.3% | -0.4% |
| YTD | -3.0% | +15.1% | -18.0% | -7.2% |
| 1Y | +2.5% | +18.5% | -16.0% | -3.1% |
| 3Y | +26.5% | +2.9% | +23.6% | +23.2% |
| 5Y | -18.3% | +3.0% | -21.3% | -20.7% |
| All | +38.0% | +173.3% | -135.3% | +19.6% |
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