+13.3%
MDT vs KDP
+49.2%
-35.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -2.9% | -1.7% |
| 7D | +2.7% | +8.2% | -5.5% | +0.2% |
| 30D | +14.8% | +18.4% | -3.5% | +9.3% |
| 3M | +14.6% | +29.2% | -14.7% | +6.8% |
| 6M | +35.7% | +32.3% | +3.4% | +26.8% |
| YTD | +8.5% | +38.5% | -30.0% | +0.3% |
| 1Y | +13.3% | +48.5% | -35.2% | +3.4% |
| All | +13.3% | +49.2% | -35.9% | +3.4% |
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