+175.8%
KDP vs MAR
+411.9%
-236.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.2% |
| 7D | +2.1% | -1.7% | +3.8% | +2.3% |
| 30D | +8.5% | -6.9% | +15.4% | +9.6% |
| 3M | +6.6% | -15.8% | +22.4% | +9.2% |
| 6M | +17.1% | +1.9% | +15.1% | +16.5% |
| YTD | +19.0% | +6.6% | +12.4% | +17.5% |
| 1Y | +21.8% | +23.7% | -1.9% | +17.4% |
| 3Y | +6.4% | +64.6% | -58.1% | -2.7% |
| 5Y | +5.1% | +156.4% | -151.2% | -11.3% |
| 10Y | +175.8% | +415.4% | -239.5% | +88.5% |
| All | +175.8% | +411.9% | -236.0% | +88.5% |
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