+1,117.5%
KDP vs MKTX
+2,105.2%
-987.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.3% | +0.4% | +0.9% | +1.2% |
| 30D | +6.0% | +1.1% | +4.9% | +5.8% |
| 3M | +9.2% | +36.1% | -26.9% | +3.5% |
| 6M | +14.7% | -12.9% | +27.6% | +16.2% |
| YTD | +19.2% | -8.5% | +27.7% | +19.7% |
| 1Y | +15.2% | -7.5% | +22.7% | +15.3% |
| 3Y | +6.0% | -28.3% | +34.3% | +8.3% |
| 5Y | +5.4% | -63.3% | +68.7% | +18.0% |
| 10Y | +171.9% | +4.5% | +167.4% | +149.4% |
| All | +1,117.5% | +2,105.2% | -987.7% | +527.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling