+1,117.5%
KDP vs MAS
+531.8%
+585.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.2% |
| 7D | +1.3% | -0.8% | +2.0% | +1.4% |
| 30D | +6.0% | -5.6% | +11.5% | +7.1% |
| 3M | +9.2% | +4.4% | +4.7% | +7.9% |
| 6M | +14.7% | +7.2% | +7.5% | +12.4% |
| YTD | +19.2% | +16.1% | +3.1% | +14.7% |
| 1Y | +15.2% | +0.1% | +15.1% | +14.0% |
| 3Y | +6.0% | +28.3% | -22.3% | -1.6% |
| 5Y | +5.4% | +30.5% | -25.0% | -3.9% |
| 10Y | +171.9% | +139.1% | +32.7% | +115.0% |
| All | +1,117.5% | +531.8% | +585.7% | +570.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling