+399.7%
MMM vs KDP
+1,294.8%
-895.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | +6.2% | +2.2% | +4.0% | +5.5% |
| 30D | +14.2% | +19.9% | -5.7% | +7.5% |
| 3M | +2.9% | +21.5% | -18.6% | -3.8% |
| 6M | +27.6% | +30.1% | -2.5% | +16.3% |
| YTD | +17.3% | +34.9% | -17.7% | +5.2% |
| 1Y | +15.1% | +43.4% | -28.3% | +1.0% |
| 3Y | +157.1% | +29.1% | +128.0% | +130.4% |
| 5Y | +45.1% | +15.0% | +30.1% | +34.8% |
| 10Y | +83.9% | +234.1% | -150.2% | +13.6% |
| All | +399.7% | +1,294.8% | -895.0% | +65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling