-0.8%
MSFT vs KDP
+15.4%
-16.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -2.1% |
| 7D | -2.7% | +1.3% | -4.0% | -2.6% |
| 30D | +2.7% | +6.0% | -3.3% | +3.0% |
| 3M | +17.0% | +9.2% | +7.8% | +18.2% |
| 6M | +23.8% | +14.7% | +9.1% | +26.5% |
| YTD | +4.0% | +19.2% | -15.2% | +6.5% |
| 1Y | -0.8% | +15.2% | -16.0% | +1.6% |
| All | -0.8% | +15.4% | -16.2% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling