+15.9%
KDP vs MULL
+1,230.7%
-1,214.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.2% | +7.8% | +2.6% |
| 7D | -0.8% | +24.5% | -25.3% | -0.6% |
| 30D | +9.7% | -35.5% | +45.2% | +9.5% |
| 3M | +17.6% | -44.8% | +62.4% | +17.3% |
| 6M | +25.8% | -45.5% | +71.2% | +25.2% |
| YTD | +33.9% | +232.5% | -198.7% | +31.5% |
| 1Y | +38.9% | +343.3% | -304.4% | +35.9% |
| All | +15.9% | +1,230.7% | -1,214.8% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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