+112.4%
MS vs KDP
+14.9%
+97.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -1.6% | +2.2% | -3.8% | -1.9% |
| 30D | -3.8% | +19.9% | -23.7% | -6.5% |
| 3M | -14.6% | +21.5% | -36.1% | -17.3% |
| 6M | -5.1% | +30.1% | -35.2% | -9.9% |
| YTD | +4.5% | +34.9% | -30.4% | -2.0% |
| 1Y | +13.5% | +43.4% | -29.8% | +4.7% |
| 3Y | +160.4% | +29.1% | +131.3% | +139.0% |
| All | +112.4% | +14.9% | +97.5% | +103.7% |
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