+15.8%
KDP vs MAS
+41.7%
-25.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +1.0% |
| 7D | +4.5% | +4.6% | 0.0% | +3.6% |
| 30D | +18.5% | +19.9% | -1.4% | +14.2% |
| 3M | +20.8% | +8.9% | +11.9% | +18.6% |
| 6M | +29.4% | +20.2% | +9.2% | +24.1% |
| YTD | +35.9% | +33.9% | +2.0% | +26.9% |
| 1Y | +42.5% | +34.7% | +7.8% | +32.8% |
| 3Y | +29.4% | +60.4% | -31.0% | +13.6% |
| 5Y | +15.8% | +43.5% | -27.7% | +2.7% |
| All | +15.8% | +41.7% | -25.9% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling