-7.8%
KDP vs MSTZ
-99.2%
+91.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.2% | -8.3% | -0.1% |
| 7D | +2.1% | -25.4% | +27.4% | +2.1% |
| 30D | +8.5% | -60.9% | +69.3% | +8.4% |
| 3M | +6.6% | -54.2% | +60.8% | +6.7% |
| 6M | +17.1% | -65.0% | +82.1% | +16.9% |
| YTD | +19.0% | -76.5% | +95.5% | +18.8% |
| 1Y | +21.8% | -23.4% | +45.2% | +22.3% |
| All | -7.8% | -99.2% | +91.4% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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