+119.9%
MS vs KDP
+17.8%
+102.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +3.0% |
| 7D | +0.7% | +0.3% | +0.4% | +0.6% |
| 30D | -0.9% | +16.3% | -17.2% | -3.3% |
| 3M | -13.0% | +24.0% | -37.0% | -16.0% |
| 6M | -2.0% | +30.0% | -32.0% | -6.9% |
| YTD | +7.8% | +36.1% | -28.3% | +0.9% |
| 1Y | +17.9% | +46.8% | -29.0% | +8.1% |
| 3Y | +174.8% | +30.5% | +144.3% | +151.6% |
| 5Y | +119.9% | +17.9% | +101.9% | +110.7% |
| All | +119.9% | +17.8% | +102.1% | +110.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling