+1,098.4%
KDP vs MCK
+1,671.5%
-573.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -1.6% | -3.6% | +2.0% | -0.8% |
| 30D | +9.5% | +1.4% | +8.0% | +9.1% |
| 3M | +2.6% | +13.8% | -11.2% | -0.3% |
| 6M | +15.6% | -5.2% | +20.8% | +16.4% |
| YTD | +17.3% | +9.0% | +8.3% | +14.3% |
| 1Y | +20.1% | +26.9% | -6.8% | +13.1% |
| 3Y | +4.9% | +114.7% | -109.8% | -12.9% |
| 5Y | +5.0% | +347.1% | -342.1% | -26.2% |
| 10Y | +179.8% | +446.4% | -266.6% | +79.0% |
| All | +1,098.4% | +1,671.5% | -573.0% | +375.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling