+84.2%
MNST vs KDP
+6.0%
+78.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | -6.5% | +1.3% | -7.8% | -7.1% |
| 30D | -7.2% | +6.0% | -13.2% | -9.8% |
| 3M | -1.0% | +9.2% | -10.2% | -5.3% |
| 6M | +11.5% | +14.7% | -3.2% | +4.1% |
| YTD | +14.3% | +19.2% | -4.9% | +4.7% |
| 1Y | +38.1% | +15.2% | +23.0% | +28.0% |
| 3Y | +55.0% | +6.0% | +49.0% | +47.8% |
| All | +84.2% | +6.0% | +78.1% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling