+1.8%
KDP vs MRNA
-67.9%
+69.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.4% | -5.6% | -0.3% |
| 7D | -3.7% | -1.1% | -2.6% | -3.7% |
| 30D | +6.2% | +126.1% | -119.9% | +4.4% |
| 3M | +1.2% | +190.0% | -188.8% | -1.1% |
| 6M | +15.3% | +157.2% | -141.9% | +12.9% |
| YTD | +14.8% | +388.2% | -373.4% | +10.2% |
| 1Y | +17.6% | +467.0% | -449.4% | +12.2% |
| 3Y | +2.1% | +36.1% | -33.9% | -0.2% |
| All | +1.8% | -67.9% | +69.7% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 MRNA 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