+16.2%
KDP vs MKC
-35.5%
+51.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.2% |
| 7D | -0.8% | -3.0% | +2.2% | +0.3% |
| 30D | +9.7% | +4.8% | +4.9% | +7.9% |
| 3M | +17.6% | -12.8% | +30.5% | +23.5% |
| 6M | +25.8% | +5.0% | +20.8% | +23.5% |
| YTD | +33.9% | -29.1% | +62.9% | +50.1% |
| 1Y | +38.9% | -26.4% | +65.3% | +53.5% |
| 3Y | +26.8% | -21.6% | +48.4% | +36.5% |
| All | +16.2% | -35.5% | +51.7% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling