+481.5%
MS vs KDP
+1,304.6%
-823.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.3% | -6.2% | -6.1% |
| 7D | -3.4% | +4.5% | -7.9% | -5.7% |
| 30D | -3.9% | +18.5% | -22.4% | -12.2% |
| 3M | -15.9% | +20.8% | -36.7% | -24.3% |
| 6M | -2.5% | +29.4% | -31.9% | -16.3% |
| YTD | +5.1% | +35.9% | -30.8% | -13.1% |
| 1Y | +13.0% | +42.5% | -29.5% | -9.1% |
| 3Y | +160.7% | +29.4% | +131.3% | +112.2% |
| 5Y | +114.0% | +15.8% | +98.2% | +83.2% |
| 10Y | +637.5% | +236.5% | +401.0% | +181.2% |
| All | +481.5% | +1,304.6% | -823.1% | -37.1% |
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