+3.0%
KDP vs MOH
-23.8%
+26.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.2% | -5.1% | -2.1% |
| 7D | -4.3% | -1.3% | -3.0% | -4.2% |
| 30D | +7.8% | +3.0% | +4.9% | +7.6% |
| 3M | -0.1% | +1.2% | -1.3% | -0.2% |
| 6M | +14.0% | +41.7% | -27.7% | +11.7% |
| YTD | +15.1% | +15.4% | -0.3% | +13.5% |
| 1Y | +18.5% | +11.8% | +6.7% | +16.8% |
| 3Y | +2.9% | -37.5% | +40.4% | +4.8% |
| 5Y | +3.0% | -20.6% | +23.6% | +0.4% |
| All | +3.0% | -23.8% | +26.7% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling