+5.1%
KDP vs MKC
-33.2%
+38.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +2.1% | -4.3% | +6.4% | +3.7% |
| 30D | +8.5% | -2.0% | +10.5% | +9.3% |
| 3M | +6.6% | +10.0% | -3.4% | +3.0% |
| 6M | +17.1% | -18.5% | +35.6% | +25.2% |
| YTD | +19.0% | -22.4% | +41.5% | +29.3% |
| 1Y | +21.8% | -23.6% | +45.4% | +32.8% |
| 3Y | +6.4% | -30.4% | +36.9% | +18.4% |
| 5Y | +5.1% | -34.2% | +39.3% | +17.8% |
| All | +5.1% | -33.2% | +38.4% | +17.8% |
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 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