+5.4%
KDP vs MSTZ
-99.3%
+104.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.1% | +0.8% |
| 7D | +0.3% | +4.3% | -4.0% | +0.3% |
| 30D | +16.3% | +30.2% | -13.8% | +16.3% |
| 3M | +24.0% | -66.9% | +90.9% | +23.9% |
| 6M | +30.0% | -26.3% | +56.3% | +30.3% |
| YTD | +36.1% | -80.1% | +116.2% | +35.8% |
| 1Y | +46.8% | -57.5% | +104.3% | +47.1% |
| All | +5.4% | -99.3% | +104.7% | +7.0% |
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