+3.1%
KDP vs MULL
+2,481.0%
-2,478.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | -0.1% |
| 7D | +2.1% | +14.0% | -11.9% | +2.1% |
| 30D | +8.5% | +24.8% | -16.3% | +8.5% |
| 3M | +6.6% | -16.1% | +22.7% | +6.5% |
| 6M | +17.1% | +330.9% | -313.8% | +16.2% |
| YTD | +19.0% | +545.0% | -526.0% | +17.3% |
| 1Y | +21.8% | +2,427.1% | -2,405.4% | +17.7% |
| All | +3.1% | +2,481.0% | -2,478.0% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling