+589.8%
MS vs KDP
+1,132.0%
-542.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.7% |
| 7D | +1.4% | +1.3% | +0.1% | +0.7% |
| 30D | -0.3% | +6.0% | -6.2% | -3.5% |
| 3M | +0.3% | +9.2% | -8.9% | -5.4% |
| 6M | +31.3% | +14.7% | +16.6% | +19.9% |
| YTD | +24.7% | +19.2% | +5.5% | +10.8% |
| 1Y | +47.9% | +15.2% | +32.7% | +32.9% |
| 3Y | +178.3% | +6.0% | +172.4% | +153.0% |
| 5Y | +144.9% | +5.4% | +139.5% | +119.8% |
| 10Y | +804.5% | +171.9% | +632.7% | +294.4% |
| All | +589.8% | +1,132.0% | -542.2% | -19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling