+1,116.0%
KDP vs MRSH
+873.9%
+242.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.9% |
| 7D | +2.1% | -3.8% | +5.8% | +3.5% |
| 30D | +8.5% | -5.8% | +14.3% | +10.9% |
| 3M | +6.6% | +11.7% | -5.1% | +2.1% |
| 6M | +17.1% | -0.3% | +17.4% | +16.4% |
| YTD | +19.0% | -1.1% | +20.2% | +18.3% |
| 1Y | +21.8% | -9.5% | +31.2% | +24.7% |
| 3Y | +6.4% | -2.6% | +9.0% | +5.1% |
| 5Y | +5.1% | +22.7% | -17.6% | -6.4% |
| 10Y | +175.8% | +214.6% | -38.7% | +64.1% |
| All | +1,116.0% | +873.9% | +242.1% | +344.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling