+2,439.8%
MSFT vs KDP
+1,294.8%
+1,145.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | +1.7% | +2.2% | -0.5% | +0.8% |
| 30D | +0.2% | +19.9% | -19.8% | -6.0% |
| 3M | +6.4% | +21.5% | -15.1% | -0.9% |
| 6M | +28.7% | +30.1% | -1.4% | +16.8% |
| YTD | +10.4% | +34.9% | -24.5% | -1.8% |
| 1Y | +7.6% | +43.4% | -35.8% | -6.5% |
| 3Y | +52.3% | +29.1% | +23.2% | +33.8% |
| 5Y | +64.5% | +15.0% | +49.5% | +50.2% |
| 10Y | +917.8% | +234.1% | +683.7% | +492.1% |
| All | +2,439.8% | +1,294.8% | +1,145.0% | +664.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling