+45.3%
MO vs KDP
+41.3%
+4.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.9% | -4.5% | -0.7% |
| 7D | +6.9% | +5.3% | +1.6% | +4.7% |
| 30D | +14.9% | +19.1% | -4.2% | +7.7% |
| 3M | +16.4% | +19.2% | -2.7% | +9.0% |
| 6M | +9.6% | +29.3% | -19.7% | -0.4% |
| YTD | +41.8% | +35.5% | +6.3% | +25.8% |
| 1Y | +45.3% | +43.5% | +1.9% | +27.7% |
| All | +45.3% | +41.3% | +4.0% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 1y: compounded portfolio wealth divided by compounded KDP 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…
1y analysis · Full analysis span regression · 6 months rolling