+38.7%
MDT vs KDP
+34.6%
+4.1%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.7% | -0.7% |
| 7D | -3.2% | +4.0% | -7.2% | -4.8% |
| 30D | +10.5% | +16.8% | -6.3% | +3.9% |
| 3M | +13.0% | +32.0% | -19.1% | +2.0% |
| 6M | +38.7% | +35.2% | +3.5% | +33.8% |
| All | +38.7% | +34.6% | +4.1% | +33.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling