+855.4%
MU vs KDP
+28.7%
+826.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.0% |
| 7D | -22.0% | +2.2% | -24.2% | -21.6% |
| 30D | -36.6% | +19.9% | -56.5% | -35.3% |
| 3M | -21.7% | +21.5% | -43.2% | -20.2% |
| 6M | +3.5% | +30.1% | -26.6% | +5.5% |
| YTD | +141.9% | +34.9% | +107.0% | +146.5% |
| 1Y | +189.8% | +43.4% | +146.5% | +195.1% |
| 3Y | +855.4% | +29.1% | +826.3% | +878.1% |
| All | +855.4% | +28.7% | +826.7% | +878.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling