+4.5%
KDP vs MSTU
-89.5%
+94.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.7% |
| 7D | +2.2% | -4.3% | +6.5% | +2.2% |
| 30D | +19.9% | -34.6% | +54.5% | +19.9% |
| 3M | +21.5% | +39.0% | -17.6% | +21.4% |
| 6M | +30.1% | -70.5% | +100.6% | +30.4% |
| YTD | +34.9% | -68.6% | +103.6% | +34.8% |
| 1Y | +43.4% | -88.6% | +132.0% | +43.9% |
| All | +4.5% | -89.5% | +94.0% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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