+15.8%
KDP vs MOS
-31.6%
+47.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | 0.0% |
| 7D | +4.5% | +22.5% | -18.0% | +3.0% |
| 30D | +18.5% | +6.6% | +11.9% | +17.7% |
| 3M | +20.8% | -3.8% | +24.6% | +20.8% |
| 6M | +29.4% | -2.2% | +31.6% | +29.0% |
| YTD | +35.9% | -4.8% | +40.7% | +35.3% |
| 1Y | +42.5% | -11.7% | +54.2% | +42.4% |
| 3Y | +29.4% | -26.5% | +55.9% | +29.5% |
| 5Y | +15.8% | -32.2% | +48.0% | +8.2% |
| All | +15.8% | -31.6% | +47.4% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling