+5,975.2%
MU vs KDP
+174.5%
+5,800.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.9% | +7.0% | +6.3% |
| 7D | +9.0% | +1.3% | +7.7% | +8.6% |
| 30D | +13.8% | +6.0% | +7.8% | +11.9% |
| 3M | +2.1% | +9.2% | -7.1% | -1.1% |
| 6M | +153.8% | +14.7% | +139.1% | +141.8% |
| YTD | +256.4% | +19.2% | +237.2% | +234.5% |
| 1Y | +719.8% | +15.2% | +704.6% | +674.4% |
| 3Y | +1,360.4% | +6.0% | +1,354.4% | +1,289.9% |
| 5Y | +1,312.4% | +5.4% | +1,307.0% | +1,243.2% |
| All | +5,975.2% | +174.5% | +5,800.8% | +4,640.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling