+169.5%
KDP vs MCK
+442.8%
-273.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.7% | -2.9% | -0.8% | -3.3% |
| 30D | +6.2% | +0.4% | +5.8% | +6.1% |
| 3M | +1.2% | +12.1% | -10.9% | -0.4% |
| 6M | +15.3% | -5.4% | +20.8% | +15.9% |
| YTD | +14.8% | +7.8% | +7.0% | +13.1% |
| 1Y | +17.6% | +22.9% | -5.3% | +13.7% |
| 3Y | +2.1% | +110.7% | -108.6% | -8.8% |
| 5Y | +2.7% | +346.2% | -343.4% | -16.8% |
| All | +169.5% | +442.8% | -273.3% | +108.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling