+153.8%
MU vs KDP
+11.8%
+142.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.9% | +7.0% | +5.9% |
| 7D | +9.0% | +1.3% | +7.7% | +9.3% |
| 30D | +13.8% | +6.0% | +7.8% | +15.1% |
| 3M | +2.1% | +9.2% | -7.1% | +3.6% |
| 6M | +153.8% | +14.7% | +139.1% | +142.7% |
| All | +153.8% | +11.8% | +142.1% | +142.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling