+43.5%
KDP vs MKC
-18.2%
+61.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +5.4% | +0.5% | +3.6% |
| 7D | +5.3% | +9.6% | -4.3% | +1.6% |
| 30D | +19.1% | +12.0% | +7.1% | +13.8% |
| 3M | +19.2% | -2.0% | +21.2% | +19.8% |
| 6M | +29.3% | +7.2% | +22.1% | +26.0% |
| YTD | +35.5% | -23.7% | +59.3% | +46.9% |
| 1Y | +43.5% | -18.3% | +61.8% | +54.8% |
| All | +43.5% | -18.2% | +61.7% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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