+8,120.2%
MU vs KDP
+1,304.6%
+6,815.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +0.3% | -17.7% | -17.6% |
| 7D | -29.7% | +4.5% | -34.2% | -31.7% |
| 30D | -37.2% | +18.5% | -55.7% | -43.0% |
| 3M | -26.5% | +20.8% | -47.3% | -34.2% |
| 6M | +2.6% | +29.4% | -26.8% | -12.5% |
| YTD | +130.1% | +35.9% | +94.3% | +88.7% |
| 1Y | +176.7% | +42.5% | +134.2% | +120.7% |
| 3Y | +813.1% | +29.4% | +783.7% | +633.7% |
| 5Y | +822.0% | +15.8% | +806.2% | +679.4% |
| 10Y | +3,936.2% | +236.5% | +3,699.7% | +1,435.5% |
| All | +8,120.2% | +1,304.6% | +6,815.5% | +688.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling