+11.1%
KDP vs MAGS
+185.8%
-174.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | 0.0% | -7.4% | -7.4% |
| 7D | -4.0% | +3.0% | -7.0% | -3.9% |
| 30D | +8.5% | -7.3% | +15.8% | +8.1% |
| 3M | +20.7% | +1.7% | +19.0% | +20.8% |
| 6M | +23.2% | -0.4% | +23.6% | +23.2% |
| YTD | +30.5% | +4.4% | +26.1% | +30.7% |
| 1Y | +35.9% | +5.1% | +30.8% | +36.2% |
| 3Y | +24.8% | +122.6% | -97.8% | +29.1% |
| All | +11.1% | +185.8% | -174.6% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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