+20.1%
KDP vs MSTZ
-19.0%
+39.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.5% | -6.9% | -1.4% |
| 7D | -1.6% | -23.6% | +22.0% | -1.5% |
| 30D | +9.5% | -60.7% | +70.2% | +9.6% |
| 3M | +2.6% | -58.3% | +60.9% | +2.8% |
| 6M | +15.6% | -60.0% | +75.6% | +15.3% |
| YTD | +17.3% | -75.2% | +92.5% | +16.8% |
| 1Y | +20.1% | -19.9% | +40.0% | +25.4% |
| All | +20.1% | -19.0% | +39.1% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling