+328.4%
MNST vs KDP
+248.3%
+80.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -1.3% |
| 7D | -3.9% | +8.2% | -12.1% | -6.7% |
| 30D | +3.9% | +18.4% | -14.5% | -2.4% |
| 3M | -0.8% | +29.2% | -30.0% | -9.9% |
| 6M | +5.1% | +32.3% | -27.2% | -5.5% |
| YTD | +18.3% | +38.5% | -20.2% | +4.3% |
| 1Y | +29.5% | +48.5% | -19.0% | +11.3% |
| 3Y | +64.0% | +32.5% | +31.6% | +45.5% |
| 5Y | +97.2% | +19.7% | +77.5% | +81.7% |
| 10Y | +328.4% | +256.4% | +72.1% | +170.6% |
| All | +328.4% | +248.3% | +80.2% | +170.6% |
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 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