+17.0%
KDP vs MOS
-32.4%
+49.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +2.2% | +21.6% | -19.4% | +0.7% |
| 30D | +19.9% | +12.0% | +8.0% | +18.8% |
| 3M | +21.5% | -3.9% | +25.4% | +21.4% |
| 6M | +30.1% | -3.3% | +33.4% | +29.8% |
| YTD | +34.9% | -4.6% | +39.6% | +34.3% |
| 1Y | +43.4% | -7.0% | +50.4% | +42.9% |
| 3Y | +29.1% | -24.4% | +53.5% | +28.9% |
| All | +17.0% | -32.4% | +49.3% | +9.3% |
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 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