+169.5%
KDP vs MRSH
+218.8%
-49.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -3.7% | -4.8% | +1.1% | -2.2% |
| 30D | +6.2% | -6.3% | +12.5% | +8.4% |
| 3M | +1.2% | +5.8% | -4.6% | -0.7% |
| 6M | +15.3% | +2.8% | +12.6% | +13.7% |
| YTD | +14.8% | -3.1% | +17.9% | +15.0% |
| 1Y | +17.6% | -11.3% | +28.9% | +21.0% |
| 3Y | +2.1% | -5.0% | +7.1% | +2.0% |
| 5Y | +2.7% | +19.2% | -16.4% | -6.4% |
| All | +169.5% | +218.8% | -49.3% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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