+47.7%
KDP vs MKC
-24.7%
+72.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | +4.0% | -7.0% | +11.0% | +7.1% |
| 30D | +16.8% | +4.1% | +12.7% | +15.0% |
| 3M | +32.0% | -10.3% | +42.3% | +37.6% |
| 6M | +35.2% | +1.7% | +33.5% | +34.7% |
| YTD | +40.9% | -29.1% | +70.0% | +57.1% |
| 1Y | +47.7% | -26.0% | +73.6% | +65.1% |
| All | +47.7% | -24.7% | +72.4% | +65.1% |
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