+245.6%
MNST vs KDP
+174.5%
+71.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -6.5% | +1.3% | -7.8% | -6.9% |
| 30D | -7.2% | +6.0% | -13.2% | -9.3% |
| 3M | -1.0% | +9.2% | -10.2% | -4.4% |
| 6M | +11.5% | +14.7% | -3.2% | +5.6% |
| YTD | +14.3% | +19.2% | -4.9% | +6.6% |
| 1Y | +38.1% | +15.2% | +23.0% | +30.0% |
| 3Y | +55.0% | +6.0% | +49.0% | +49.3% |
| 5Y | +79.6% | +5.4% | +74.2% | +73.6% |
| All | +245.6% | +174.5% | +71.1% | +144.2% |
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