+62.4%
MSFT vs KDP
+16.7%
+45.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.2% |
| 7D | -1.3% | -0.8% | -0.5% | -1.2% |
| 30D | -1.8% | +9.7% | -11.6% | -3.3% |
| 3M | +5.6% | +17.6% | -12.0% | +3.0% |
| 6M | +29.8% | +25.8% | +4.0% | +25.4% |
| YTD | +9.0% | +33.9% | -24.9% | +4.0% |
| 1Y | +4.9% | +38.9% | -33.9% | -0.6% |
| 3Y | +46.2% | +26.8% | +19.4% | +37.1% |
| All | +62.4% | +16.7% | +45.8% | +59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling