+7.6%
KDP vs MLM
+15.1%
-7.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.0% |
| 7D | +1.3% | -2.9% | +4.2% | +1.6% |
| 30D | +6.0% | -6.8% | +12.8% | +6.8% |
| 3M | +9.2% | -11.2% | +20.4% | +10.5% |
| 6M | +14.7% | -21.8% | +36.5% | +17.4% |
| YTD | +19.2% | -17.0% | +36.2% | +21.1% |
| 1Y | +15.2% | -16.4% | +31.5% | +16.8% |
| All | +7.6% | +15.1% | -7.6% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 3y: compounded portfolio wealth divided by compounded MLM 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…
3y analysis · Full analysis span regression · 6 months rolling