+62.9%
MNST vs KDP
+28.7%
+34.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.1% |
| 7D | -3.4% | +2.2% | -5.6% | -4.3% |
| 30D | +6.6% | +19.9% | -13.3% | -0.5% |
| 3M | -2.9% | +21.5% | -24.4% | -9.9% |
| 6M | +18.4% | +30.1% | -11.7% | +7.0% |
| YTD | +19.3% | +34.9% | -15.7% | +6.1% |
| 1Y | +37.9% | +43.4% | -5.5% | +19.9% |
| 3Y | +62.9% | +29.1% | +33.8% | +52.3% |
| All | +62.9% | +28.7% | +34.2% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling