+48.5%
KDP vs MAGS
+4.1%
+44.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.5% | +1.7% |
| 7D | +8.2% | -0.3% | +8.5% | +8.2% |
| 30D | +18.4% | -7.1% | +25.4% | +17.5% |
| 3M | +29.2% | -0.7% | +29.9% | +29.0% |
| 6M | +32.3% | -1.5% | +33.8% | +32.0% |
| YTD | +38.5% | +3.9% | +34.6% | +36.6% |
| 1Y | +48.5% | +3.1% | +45.4% | +46.2% |
| All | +48.5% | +4.1% | +44.4% | +46.2% |
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