+79.6%
MMM vs KDP
+248.3%
-168.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.1% |
| 7D | +7.0% | +8.2% | -1.2% | +4.7% |
| 30D | +18.4% | +18.4% | 0.0% | +12.9% |
| 3M | +4.5% | +29.2% | -24.7% | -2.9% |
| 6M | +33.4% | +32.3% | +1.2% | +22.9% |
| YTD | +20.0% | +38.5% | -18.5% | +8.7% |
| 1Y | +15.0% | +48.5% | -33.5% | +2.1% |
| 3Y | +165.0% | +32.5% | +132.5% | +140.2% |
| 5Y | +47.9% | +19.7% | +28.2% | +38.0% |
| 10Y | +79.6% | +256.4% | -176.8% | +50.1% |
| All | +79.6% | +248.3% | -168.6% | +50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling