+35.9%
KDP vs MAGS
+3.4%
+32.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | 0.0% | -7.4% | -7.4% |
| 7D | -4.0% | +3.0% | -7.0% | -3.7% |
| 30D | +8.5% | -7.3% | +15.8% | +7.6% |
| 3M | +20.7% | +1.7% | +19.0% | +20.8% |
| 6M | +23.2% | -0.4% | +23.6% | +23.1% |
| YTD | +30.5% | +4.4% | +26.1% | +28.8% |
| 1Y | +35.9% | +5.1% | +30.8% | +34.5% |
| All | +35.9% | +3.4% | +32.4% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling