+1,117.5%
KDP vs MKC
+317.4%
+800.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | +1.3% | -5.9% | +7.1% | +3.8% |
| 30D | +6.0% | -0.9% | +6.9% | +6.3% |
| 3M | +9.2% | +12.7% | -3.5% | +3.9% |
| 6M | +14.7% | -19.3% | +34.0% | +24.4% |
| YTD | +19.2% | -22.2% | +41.3% | +30.8% |
| 1Y | +15.2% | -23.3% | +38.5% | +26.9% |
| 3Y | +6.0% | -30.0% | +36.0% | +19.5% |
| 5Y | +5.4% | -33.8% | +39.2% | +19.4% |
| 10Y | +171.9% | +24.4% | +147.4% | +112.6% |
| All | +1,117.5% | +317.4% | +800.1% | +330.3% |
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 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