+1,267.4%
KDP vs MCO
+1,489.9%
-222.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | -0.8% | +0.5% | -1.3% | -0.9% |
| 30D | +9.7% | +9.8% | -0.1% | +7.4% |
| 3M | +17.6% | +4.3% | +13.4% | +16.5% |
| 6M | +25.8% | +16.5% | +9.3% | +21.3% |
| YTD | +33.9% | +0.1% | +33.7% | +32.8% |
| 1Y | +38.9% | +4.4% | +34.4% | +36.3% |
| 3Y | +26.8% | +51.6% | -24.8% | +12.6% |
| 5Y | +16.3% | +36.7% | -20.3% | +4.2% |
| 10Y | +248.1% | +455.7% | -207.5% | +120.0% |
| All | +1,267.4% | +1,489.9% | -222.5% | +485.0% |
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