+1,098.4%
KDP vs MOH
+1,090.5%
+7.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.3% |
| 7D | -1.6% | -4.2% | +2.6% | -1.0% |
| 30D | +9.5% | -2.4% | +11.9% | +9.8% |
| 3M | +2.6% | -4.4% | +7.0% | +3.0% |
| 6M | +15.6% | +32.9% | -17.3% | +11.0% |
| YTD | +17.3% | +11.9% | +5.5% | +14.1% |
| 1Y | +20.1% | +6.9% | +13.2% | +16.8% |
| 3Y | +4.9% | -39.4% | +44.3% | +7.3% |
| 5Y | +5.0% | -25.0% | +30.0% | +3.1% |
| 10Y | +179.8% | +244.9% | -65.1% | +110.2% |
| All | +1,098.4% | +1,090.5% | +7.9% | +484.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling