+29.3%
KDP vs MOS
-4.7%
+34.0%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +17.4% | -11.5% | +3.4% |
| 7D | +5.3% | +17.9% | -12.6% | +2.9% |
| 30D | +19.1% | +1.6% | +17.6% | +17.8% |
| 3M | +19.2% | -4.0% | +23.1% | +18.4% |
| 6M | +29.3% | -4.1% | +33.4% | +28.9% |
| All | +29.3% | -4.7% | +34.0% | +28.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling