+256.4%
KDP vs MOS
+3.2%
+253.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.7% |
| 7D | +8.2% | +24.8% | -16.6% | +5.7% |
| 30D | +18.4% | +22.7% | -4.3% | +15.7% |
| 3M | +29.2% | -1.2% | +30.4% | +29.0% |
| 6M | +32.3% | +5.5% | +26.7% | +30.8% |
| YTD | +38.5% | -2.0% | +40.4% | +37.3% |
| 1Y | +48.5% | -7.9% | +56.4% | +48.1% |
| 3Y | +32.5% | -25.0% | +57.4% | +33.1% |
| 5Y | +19.7% | -27.7% | +47.4% | +16.9% |
| 10Y | +256.4% | -1.6% | +257.9% | +193.3% |
| All | +256.4% | +3.2% | +253.2% | +193.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling