+4,277.4%
MU vs KDP
+248.3%
+4,029.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.5% |
| 7D | -15.2% | +8.2% | -23.4% | -16.8% |
| 30D | -29.5% | +18.4% | -47.9% | -32.6% |
| 3M | -15.8% | +29.2% | -45.0% | -21.5% |
| 6M | -2.9% | +32.3% | -35.1% | -10.8% |
| YTD | +154.2% | +38.5% | +115.8% | +129.0% |
| 1Y | +186.6% | +48.5% | +138.1% | +152.5% |
| 3Y | +871.5% | +32.5% | +839.0% | +764.9% |
| 5Y | +911.7% | +19.7% | +892.0% | +832.9% |
| 10Y | +4,277.4% | +256.4% | +4,021.0% | +3,171.1% |
| All | +4,277.4% | +248.3% | +4,029.1% | +3,171.1% |
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 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