+65.7%
MNST vs KDP
+29.0%
+36.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | -5.0% | +0.3% | -5.3% | -5.1% |
| 30D | +4.6% | +16.3% | -11.7% | -1.3% |
| 3M | +1.0% | +24.0% | -23.0% | -7.0% |
| 6M | +5.8% | +30.0% | -24.2% | -4.4% |
| YTD | +19.1% | +36.1% | -17.0% | +5.6% |
| 1Y | +30.9% | +46.8% | -15.9% | +12.9% |
| 3Y | +65.7% | +30.5% | +35.3% | +54.5% |
| All | +65.7% | +29.0% | +36.8% | +54.5% |
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