+16.9%
KDP vs MAR
+158.5%
-141.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +2.2% | +4.3% | -2.1% | +1.6% |
| 30D | +19.9% | +16.8% | +3.1% | +17.2% |
| 3M | +21.5% | +16.0% | +5.5% | +18.8% |
| 6M | +30.1% | +16.5% | +13.7% | +27.0% |
| YTD | +34.9% | +35.0% | -0.1% | +28.7% |
| 1Y | +43.4% | +49.4% | -6.0% | +34.5% |
| 3Y | +29.1% | +124.1% | -95.0% | +11.4% |
| All | +16.9% | +158.5% | -141.6% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling