+1,290.0%
KDP vs MTB
+311.9%
+978.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.4% | +0.4% |
| 7D | +0.3% | -0.8% | +1.1% | +0.5% |
| 30D | +16.3% | +2.4% | +13.9% | +15.8% |
| 3M | +24.0% | -10.5% | +34.5% | +26.5% |
| 6M | +30.0% | +6.4% | +23.6% | +28.4% |
| YTD | +36.1% | +12.8% | +23.3% | +32.7% |
| 1Y | +46.8% | +23.3% | +23.6% | +40.8% |
| 3Y | +30.5% | +108.2% | -77.8% | +11.6% |
| 5Y | +17.9% | +68.6% | -50.7% | +3.1% |
| 10Y | +239.3% | +125.3% | +114.0% | +162.7% |
| All | +1,290.0% | +311.9% | +978.1% | +789.2% |
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