+49.8%
KDP vs MRNA
+561.6%
-511.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.9% |
| 7D | +1.3% | +5.5% | -4.2% | +1.2% |
| 30D | +6.0% | +158.7% | -152.7% | +4.9% |
| 3M | +9.2% | +182.1% | -172.9% | +7.9% |
| 6M | +14.7% | +151.8% | -137.1% | +13.4% |
| YTD | +19.2% | +393.6% | -374.4% | +16.9% |
| 1Y | +15.2% | +499.5% | -484.3% | +12.7% |
| 3Y | +6.0% | +29.3% | -23.3% | +4.4% |
| 5Y | +5.4% | -65.1% | +70.5% | +3.6% |
| All | +49.8% | +561.6% | -511.8% | +51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling