+1.8%
KDP vs MCO
+28.6%
-26.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.5% |
| 7D | -3.7% | -3.8% | +0.1% | -3.0% |
| 30D | +6.2% | -0.4% | +6.6% | +6.3% |
| 3M | +1.2% | +7.7% | -6.5% | -0.2% |
| 6M | +15.3% | +7.0% | +8.4% | +13.7% |
| YTD | +14.8% | -6.4% | +21.2% | +15.7% |
| 1Y | +17.6% | -7.6% | +25.2% | +18.7% |
| 3Y | +2.1% | +43.2% | -41.1% | -7.6% |
| All | +1.8% | +28.6% | -26.8% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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