+313.1%
MNST vs KDP
+235.7%
+77.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | -5.0% | +0.3% | -5.3% | -5.1% |
| 30D | +4.6% | +16.3% | -11.7% | -1.2% |
| 3M | +1.0% | +24.0% | -23.0% | -6.9% |
| 6M | +5.8% | +30.0% | -24.2% | -4.3% |
| YTD | +19.1% | +36.1% | -17.0% | +5.7% |
| 1Y | +30.9% | +46.8% | -15.9% | +12.9% |
| 3Y | +65.7% | +30.5% | +35.3% | +47.7% |
| 5Y | +99.0% | +17.9% | +81.1% | +84.3% |
| 10Y | +313.1% | +239.3% | +73.8% | +165.8% |
| All | +313.1% | +235.7% | +77.4% | +165.8% |
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 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