+30.7%
MNST vs KDP
+39.5%
-8.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +0.9% |
| 7D | +1.6% | -0.8% | +2.4% | +1.6% |
| 30D | +5.1% | +9.7% | -4.7% | +0.6% |
| 3M | -0.5% | +17.6% | -18.1% | -7.4% |
| 6M | +8.1% | +25.8% | -17.6% | -2.3% |
| YTD | +21.2% | +33.9% | -12.7% | +6.9% |
| 1Y | +30.7% | +38.9% | -8.2% | +15.4% |
| All | +30.7% | +39.5% | -8.8% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling