+1,232.8%
KDP vs MKC
+275.9%
+956.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.1% | -6.3% | -6.9% |
| 7D | -4.0% | -7.3% | +3.3% | -1.0% |
| 30D | +8.5% | +4.0% | +4.5% | +6.7% |
| 3M | +20.7% | -11.5% | +32.1% | +26.6% |
| 6M | +23.2% | +1.1% | +22.1% | +22.2% |
| YTD | +30.5% | -29.9% | +60.4% | +49.2% |
| 1Y | +35.9% | -27.0% | +62.9% | +52.6% |
| 3Y | +24.8% | -22.3% | +47.2% | +34.9% |
| 5Y | +13.4% | -36.0% | +49.4% | +29.9% |
| 10Y | +239.3% | +24.2% | +215.1% | +160.4% |
| All | +1,232.8% | +275.9% | +956.9% | +390.9% |
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