+1,014.6%
MU vs KDP
+21.7%
+993.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.8% | +10.1% | +11.8% |
| 7D | +2.0% | +4.0% | -1.9% | +1.9% |
| 30D | -18.0% | +16.8% | -34.8% | -18.8% |
| 3M | -6.6% | +32.0% | -38.6% | -8.9% |
| 6M | +2.0% | +35.2% | -33.1% | -1.5% |
| YTD | +184.5% | +40.9% | +143.6% | +171.7% |
| 1Y | +236.9% | +47.7% | +189.2% | +218.7% |
| 3Y | +987.0% | +34.8% | +952.2% | +917.6% |
| 5Y | +1,014.6% | +22.6% | +992.0% | +1,042.3% |
| All | +1,014.6% | +21.7% | +993.0% | +1,042.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling