+52.3%
MSFT vs KDP
+28.7%
+23.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.0% |
| 7D | +1.7% | +2.2% | -0.5% | +1.6% |
| 30D | +0.2% | +19.9% | -19.8% | 0.0% |
| 3M | +6.4% | +21.5% | -15.1% | +6.2% |
| 6M | +28.7% | +30.1% | -1.4% | +29.1% |
| YTD | +10.4% | +34.9% | -24.5% | +11.0% |
| 1Y | +7.6% | +43.4% | -35.8% | +8.0% |
| 3Y | +52.3% | +29.1% | +23.2% | +56.9% |
| All | +52.3% | +28.7% | +23.6% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling