+1,288.1%
KDP vs MOS
-75.5%
+1,363.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | -0.2% |
| 7D | +4.5% | +22.5% | -18.0% | +1.7% |
| 30D | +18.5% | +6.6% | +11.9% | +17.3% |
| 3M | +20.8% | -3.8% | +24.6% | +21.0% |
| 6M | +29.4% | -2.2% | +31.6% | +28.9% |
| YTD | +35.9% | -4.8% | +40.7% | +35.0% |
| 1Y | +42.5% | -11.7% | +54.2% | +42.8% |
| 3Y | +29.4% | -26.5% | +55.9% | +30.5% |
| 5Y | +15.8% | -32.2% | +48.0% | +14.2% |
| 10Y | +236.5% | +10.2% | +226.3% | +181.1% |
| All | +1,288.1% | -75.5% | +1,363.6% | +1,044.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling