+868.6%
MSFT vs KDP
+175.4%
+693.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | -1.4% | +2.1% | -3.5% | -1.9% |
| 30D | -1.0% | +8.5% | -9.5% | -3.2% |
| 3M | +20.2% | +6.6% | +13.6% | +17.9% |
| 6M | +21.3% | +17.1% | +4.2% | +15.7% |
| YTD | +2.8% | +19.0% | -16.3% | -2.7% |
| 1Y | 0.0% | +21.8% | -21.8% | -6.4% |
| 3Y | +51.2% | +6.4% | +44.8% | +44.6% |
| 5Y | +71.4% | +5.1% | +66.3% | +64.2% |
| 10Y | +868.6% | +175.8% | +692.8% | +664.2% |
| All | +868.6% | +175.4% | +693.3% | +664.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling