+179.8%
KDP vs MKC
+26.7%
+153.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -1.6% | -4.3% | +2.7% | -0.2% |
| 30D | +9.5% | -3.1% | +12.6% | +10.6% |
| 3M | +2.6% | +6.8% | -4.2% | +0.5% |
| 6M | +15.6% | -18.3% | +34.0% | +22.6% |
| YTD | +17.3% | -23.1% | +40.4% | +26.5% |
| 1Y | +20.1% | -23.7% | +43.8% | +29.6% |
| 3Y | +4.9% | -31.0% | +35.9% | +15.6% |
| 5Y | +5.0% | -33.5% | +38.5% | +15.9% |
| 10Y | +179.8% | +30.3% | +149.5% | +151.6% |
| All | +179.8% | +26.7% | +153.1% | +151.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling