+23.0%
MMM vs KDP
+41.3%
-18.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +5.9% | +3.6% | +7.9% |
| 7D | +12.2% | +5.3% | +6.9% | +10.6% |
| 30D | +18.8% | +19.1% | -0.3% | +14.1% |
| 3M | +7.4% | +19.2% | -11.8% | +3.0% |
| 6M | +38.3% | +29.3% | +9.0% | +29.9% |
| YTD | +22.9% | +35.5% | -12.7% | +15.3% |
| 1Y | +23.0% | +43.5% | -20.5% | +15.8% |
| All | +23.0% | +41.3% | -18.3% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 1y: compounded portfolio wealth divided by compounded KDP 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…
1y analysis · Full analysis span regression · 6 months rolling