+256.4%
KDP vs MAR
+528.1%
-271.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | +1.4% |
| 7D | +8.2% | +2.9% | +5.4% | +7.8% |
| 30D | +18.4% | +17.0% | +1.3% | +15.7% |
| 3M | +29.2% | +23.2% | +6.1% | +25.4% |
| 6M | +32.3% | +21.7% | +10.5% | +28.4% |
| YTD | +38.5% | +38.9% | -0.4% | +31.6% |
| 1Y | +48.5% | +48.7% | -0.2% | +39.6% |
| 3Y | +32.5% | +122.9% | -90.4% | +16.1% |
| 5Y | +19.7% | +177.5% | -157.8% | +0.3% |
| 10Y | +256.4% | +537.5% | -281.2% | +158.7% |
| All | +256.4% | +528.1% | -271.7% | +158.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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