+1,339.3%
KDP vs MKC
+280.2%
+1,059.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | +4.0% | -7.0% | +11.0% | +7.0% |
| 30D | +16.8% | +4.1% | +12.7% | +14.8% |
| 3M | +32.0% | -10.3% | +42.3% | +37.7% |
| 6M | +35.2% | +1.7% | +33.5% | +33.7% |
| YTD | +40.9% | -29.1% | +70.0% | +60.3% |
| 1Y | +47.7% | -26.0% | +73.6% | +64.9% |
| 3Y | +34.8% | -21.5% | +56.2% | +44.9% |
| 5Y | +22.6% | -35.0% | +57.7% | +39.6% |
| 10Y | +266.4% | +25.6% | +240.8% | +179.8% |
| All | +1,339.3% | +280.2% | +1,059.1% | +427.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling