+169.5%
KDP vs MOH
+264.4%
-94.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.4% |
| 7D | -3.7% | +1.7% | -5.4% | -3.9% |
| 30D | +6.2% | -0.9% | +7.1% | +6.3% |
| 3M | +1.2% | +5.7% | -4.5% | +0.5% |
| 6M | +15.3% | +39.1% | -23.8% | +11.2% |
| YTD | +14.8% | +17.7% | -2.9% | +11.8% |
| 1Y | +17.6% | +8.4% | +9.2% | +15.0% |
| 3Y | +2.1% | -36.6% | +38.7% | +4.0% |
| 5Y | +2.7% | -19.1% | +21.8% | +0.4% |
| All | +169.5% | +264.4% | -94.9% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 10y: compounded portfolio wealth divided by compounded MOH 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…
10y analysis · Full analysis span regression · 6 months rolling