+1,117.5%
KDP vs MAR
+1,095.9%
+21.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.3% | -4.2% | +5.4% | +2.2% |
| 30D | +6.0% | -6.7% | +12.7% | +7.6% |
| 3M | +9.2% | -12.5% | +21.7% | +12.1% |
| 6M | +14.7% | +0.6% | +14.1% | +14.1% |
| YTD | +19.2% | +9.1% | +10.1% | +16.3% |
| 1Y | +15.2% | +26.2% | -11.0% | +8.6% |
| 3Y | +6.0% | +68.2% | -62.2% | -7.6% |
| 5Y | +5.4% | +163.9% | -158.5% | -18.8% |
| 10Y | +171.9% | +420.6% | -248.7% | +61.0% |
| All | +1,117.5% | +1,095.9% | +21.5% | +398.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling