+354.7%
MNST vs KDP
+247.6%
+107.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +1.0% |
| 7D | +1.6% | -0.8% | +2.4% | +1.7% |
| 30D | +5.1% | +9.7% | -4.7% | +1.3% |
| 3M | -0.5% | +17.6% | -18.1% | -6.6% |
| 6M | +8.1% | +25.8% | -17.6% | -1.1% |
| YTD | +21.2% | +33.9% | -12.7% | +8.1% |
| 1Y | +30.7% | +38.9% | -8.2% | +14.9% |
| 3Y | +67.3% | +26.8% | +40.5% | +50.5% |
| 5Y | +101.9% | +16.3% | +85.5% | +87.7% |
| All | +354.7% | +247.6% | +107.1% | +189.8% |
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