+46.0%
MSFT vs KDP
+24.9%
+21.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.4% | +7.8% | +0.4% |
| 7D | -2.4% | -4.0% | +1.6% | -2.4% |
| 30D | -3.8% | +8.5% | -12.2% | -3.9% |
| 3M | +6.4% | +20.7% | -14.3% | +6.3% |
| 6M | +28.8% | +23.2% | +5.6% | +29.1% |
| YTD | +8.8% | +30.5% | -21.7% | +9.4% |
| 1Y | +3.2% | +35.9% | -32.7% | +3.6% |
| All | +46.0% | +24.9% | +21.1% | +51.1% |
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 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