+43.5%
KDP vs MCK
+31.3%
+12.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +7.0% | -1.1% | +5.0% |
| 7D | +5.3% | +11.3% | -6.0% | +4.1% |
| 30D | +19.1% | +16.8% | +2.3% | +17.3% |
| 3M | +19.2% | +28.9% | -9.8% | +16.6% |
| 6M | +29.3% | +32.7% | -3.4% | +26.3% |
| YTD | +35.5% | +30.8% | +4.8% | +33.7% |
| 1Y | +43.5% | +27.6% | +15.9% | +41.1% |
| All | +43.5% | +31.3% | +12.2% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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