+1,117.5%
KDP vs MOS
-71.9%
+1,189.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.1% |
| 7D | +1.3% | +9.5% | -8.3% | +0.1% |
| 30D | +6.0% | +10.4% | -4.4% | +4.5% |
| 3M | +9.2% | +12.9% | -3.7% | +7.1% |
| 6M | +14.7% | +1.2% | +13.5% | +13.5% |
| YTD | +19.2% | +9.3% | +9.9% | +16.6% |
| 1Y | +15.2% | -18.0% | +33.1% | +16.6% |
| 3Y | +6.0% | -29.0% | +35.0% | +7.6% |
| 5Y | +5.4% | -9.6% | +15.0% | -0.1% |
| 10Y | +171.9% | +6.1% | +165.8% | +129.7% |
| All | +1,117.5% | -71.9% | +1,189.4% | +888.4% |
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