+2.4%
KDP vs MRSH
-4.7%
+7.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | -4.3% | -5.9% | +1.6% | -3.1% |
| 30D | +7.8% | -7.3% | +15.1% | +9.5% |
| 3M | -0.1% | +6.7% | -6.7% | -1.2% |
| 6M | +14.0% | +3.0% | +11.0% | +13.1% |
| YTD | +15.1% | -2.9% | +18.0% | +15.5% |
| 1Y | +18.5% | -9.0% | +27.5% | +20.4% |
| All | +2.4% | -4.7% | +7.0% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling