+6.8%
KDP vs MLM
+41.9%
-35.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.1% |
| 7D | +1.3% | -2.9% | +4.2% | +1.7% |
| 30D | +6.0% | -6.8% | +12.8% | +7.1% |
| 3M | +9.2% | -11.2% | +20.4% | +11.0% |
| 6M | +14.7% | -21.8% | +36.5% | +18.8% |
| YTD | +19.2% | -17.0% | +36.2% | +22.0% |
| 1Y | +15.2% | -16.4% | +31.5% | +17.6% |
| 3Y | +6.0% | +14.5% | -8.5% | +0.9% |
| All | +6.8% | +41.9% | -35.1% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling