+553.7%
MS vs KDP
+248.3%
+305.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.5% | -0.2% |
| 7D | +0.8% | +8.2% | -7.4% | -1.2% |
| 30D | -0.7% | +18.4% | -19.0% | -5.1% |
| 3M | -12.4% | +29.2% | -41.6% | -18.3% |
| 6M | -1.7% | +32.3% | -34.0% | -9.7% |
| YTD | +8.0% | +38.5% | -30.4% | -2.5% |
| 1Y | +16.2% | +48.5% | -32.3% | +2.5% |
| 3Y | +171.3% | +32.5% | +138.8% | +142.7% |
| 5Y | +124.8% | +19.7% | +105.1% | +107.7% |
| 10Y | +553.7% | +256.4% | +297.3% | +446.3% |
| All | +553.7% | +248.3% | +305.4% | +446.3% |
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