+2,854.2%
MNST vs KDP
+1,132.0%
+1,722.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | -6.5% | +1.3% | -7.8% | -7.0% |
| 30D | -7.2% | +6.0% | -13.2% | -9.6% |
| 3M | -1.0% | +9.2% | -10.2% | -4.9% |
| 6M | +11.5% | +14.7% | -3.2% | +4.7% |
| YTD | +14.3% | +19.2% | -4.9% | +5.4% |
| 1Y | +38.1% | +15.2% | +23.0% | +28.6% |
| 3Y | +55.0% | +6.0% | +49.0% | +47.9% |
| 5Y | +79.6% | +5.4% | +74.2% | +71.4% |
| 10Y | +241.8% | +171.9% | +69.9% | +104.1% |
| All | +2,854.2% | +1,132.0% | +1,722.2% | +786.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling