+5.1%
KDP vs MTB
+102.5%
-97.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +2.1% | +2.8% | -0.7% | +1.7% |
| 30D | +8.5% | -4.2% | +12.6% | +9.1% |
| 3M | +6.6% | +7.8% | -1.2% | +5.6% |
| 6M | +17.1% | +14.8% | +2.2% | +15.0% |
| YTD | +19.0% | +20.8% | -1.7% | +16.0% |
| 1Y | +21.8% | +23.1% | -1.3% | +18.3% |
| 3Y | +6.4% | +114.8% | -108.4% | -6.0% |
| 5Y | +5.1% | +103.3% | -98.1% | -5.6% |
| All | +5.1% | +102.5% | -97.3% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 5y: compounded portfolio wealth divided by compounded MTB 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…
5y analysis · Full analysis span regression · 6 months rolling