+169.5%
KDP vs MKTX
+5.0%
+164.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -3.7% | -0.2% | -3.4% | -3.7% |
| 30D | +6.2% | +0.7% | +5.5% | +6.1% |
| 3M | +1.2% | +40.8% | -39.6% | -3.7% |
| 6M | +15.3% | -8.0% | +23.3% | +16.1% |
| YTD | +14.8% | -8.7% | +23.5% | +15.6% |
| 1Y | +17.6% | -11.8% | +29.4% | +18.9% |
| 3Y | +2.1% | -24.0% | +26.2% | +3.4% |
| 5Y | +2.7% | -60.3% | +63.1% | +14.0% |
| All | +169.5% | +5.0% | +164.5% | +176.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling