+29.1%
KDP vs MAGS
+125.8%
-96.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.7% |
| 7D | +2.2% | -1.4% | +3.6% | +2.2% |
| 30D | +19.9% | -8.4% | +28.3% | +19.6% |
| 3M | +21.5% | -1.5% | +23.0% | +21.4% |
| 6M | +30.1% | -1.4% | +31.5% | +30.1% |
| YTD | +34.9% | +2.4% | +32.6% | +35.0% |
| 1Y | +43.4% | +3.5% | +39.9% | +43.5% |
| 3Y | +29.1% | +125.3% | -96.2% | +29.2% |
| All | +29.1% | +125.8% | -96.7% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling