+1,117.5%
KDP vs MTB
+343.6%
+773.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +1.3% | +1.7% | -0.5% | +1.0% |
| 30D | +6.0% | -4.2% | +10.2% | +6.8% |
| 3M | +9.2% | +8.9% | +0.3% | +7.5% |
| 6M | +14.7% | +10.9% | +3.8% | +12.4% |
| YTD | +19.2% | +21.5% | -2.3% | +14.7% |
| 1Y | +15.2% | +21.9% | -6.7% | +10.6% |
| 3Y | +6.0% | +109.2% | -103.3% | -9.5% |
| 5Y | +5.4% | +102.0% | -96.5% | -11.1% |
| 10Y | +171.9% | +171.9% | -0.1% | +102.0% |
| All | +1,117.5% | +343.6% | +773.9% | +668.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling