+42.5%
KDP vs MAS
+37.4%
+5.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +14.1% |
| 3M | +20.8% | +8.9% | +11.9% | +18.1% |
| 6M | +29.4% | +20.2% | +9.2% | +23.9% |
| YTD | +35.9% | +33.9% | +2.0% | +26.1% |
| 1Y | +42.5% | +34.7% | +7.8% | +31.8% |
| All | +42.5% | +37.4% | +5.0% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling