+111.2%
MO vs KDP
+173.4%
-62.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | -2.4% | -1.6% | -0.8% | -2.0% |
| 30D | +3.6% | +9.5% | -5.9% | +1.2% |
| 3M | -3.7% | +2.6% | -6.3% | -4.4% |
| 6M | +4.5% | +15.6% | -11.1% | +0.6% |
| YTD | +21.5% | +17.3% | +4.2% | +16.5% |
| 1Y | +9.5% | +20.1% | -10.6% | +4.1% |
| 3Y | +93.6% | +4.9% | +88.7% | +88.4% |
| 5Y | +97.5% | +5.0% | +92.5% | +91.8% |
| 10Y | +111.2% | +179.8% | -68.6% | +63.7% |
| All | +111.2% | +173.4% | -62.3% | +63.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling