+94.4%
MO vs KDP
+6.5%
+87.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -2.0% | +2.1% | -4.1% | -2.5% |
| 30D | -0.3% | +8.5% | -8.7% | -2.2% |
| 3M | -2.9% | +6.6% | -9.6% | -4.5% |
| 6M | +5.8% | +17.1% | -11.3% | +2.0% |
| YTD | +22.0% | +19.0% | +3.0% | +17.2% |
| 1Y | +10.7% | +21.8% | -11.1% | +5.7% |
| 3Y | +94.4% | +6.4% | +87.9% | +89.3% |
| All | +94.4% | +6.5% | +87.9% | +89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling