+1,117.5%
KDP vs MCO
+1,444.0%
-326.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.4% |
| 7D | +1.3% | -4.2% | +5.4% | +2.3% |
| 30D | +6.0% | +2.2% | +3.8% | +5.5% |
| 3M | +9.2% | +10.1% | -0.9% | +6.7% |
| 6M | +14.7% | +5.3% | +9.4% | +13.0% |
| YTD | +19.2% | -2.7% | +21.9% | +19.0% |
| 1Y | +15.2% | -0.4% | +15.6% | +14.1% |
| 3Y | +6.0% | +49.0% | -43.1% | -5.7% |
| 5Y | +5.4% | +33.6% | -28.2% | -5.2% |
| 10Y | +171.9% | +395.3% | -223.5% | +76.1% |
| All | +1,117.5% | +1,444.0% | -326.6% | +424.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling