+43.5%
KDP vs MOS
-16.2%
+59.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +17.4% | -11.5% | +4.1% |
| 7D | +5.3% | +17.9% | -12.6% | +3.5% |
| 30D | +19.1% | +1.6% | +17.6% | +18.2% |
| 3M | +19.2% | -4.0% | +23.1% | +18.7% |
| 6M | +29.3% | -4.1% | +33.4% | +28.7% |
| YTD | +35.5% | -7.8% | +43.3% | +33.5% |
| 1Y | +43.5% | -15.6% | +59.0% | +43.5% |
| All | +43.5% | -16.2% | +59.7% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 1y: compounded portfolio wealth divided by compounded MOS 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…
1y analysis · Full analysis span regression · 6 months rolling