+232.0%
KDP vs MAS
+219.8%
+12.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +1.1% |
| 7D | +4.5% | +4.6% | 0.0% | +3.5% |
| 30D | +18.5% | +19.9% | -1.4% | +13.7% |
| 3M | +20.8% | +8.9% | +11.9% | +18.4% |
| 6M | +29.4% | +20.2% | +9.2% | +23.5% |
| YTD | +35.9% | +33.9% | +2.0% | +25.8% |
| 1Y | +42.5% | +34.7% | +7.8% | +31.6% |
| 3Y | +29.4% | +60.4% | -31.0% | +12.3% |
| 5Y | +15.8% | +43.5% | -27.7% | +1.4% |
| All | +232.0% | +219.8% | +12.1% | +136.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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