+2,291.8%
MSFT vs KDP
+1,132.0%
+1,159.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.7% |
| 7D | -2.7% | +1.3% | -4.0% | -3.1% |
| 30D | +2.7% | +6.0% | -3.3% | +0.6% |
| 3M | +17.0% | +9.2% | +7.8% | +13.1% |
| 6M | +23.8% | +14.7% | +9.1% | +17.1% |
| YTD | +4.0% | +19.2% | -15.2% | -3.3% |
| 1Y | -0.8% | +15.2% | -16.0% | -7.1% |
| 3Y | +55.6% | +6.0% | +49.6% | +46.8% |
| 5Y | +72.9% | +5.4% | +67.5% | +62.5% |
| 10Y | +875.8% | +171.9% | +703.9% | +514.3% |
| All | +2,291.8% | +1,132.0% | +1,159.9% | +652.8% |
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