+1,063.2%
MO vs KDP
+1,331.3%
-268.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.2% |
| 7D | -0.8% | +8.2% | -9.0% | -3.1% |
| 30D | +6.5% | +18.4% | -11.9% | +1.3% |
| 3M | +18.3% | +29.2% | -10.9% | +9.6% |
| 6M | +15.6% | +32.3% | -16.7% | +6.2% |
| YTD | +38.8% | +38.5% | +0.3% | +25.6% |
| 1Y | +41.6% | +48.5% | -6.9% | +25.6% |
| 3Y | +138.2% | +32.5% | +105.8% | +115.2% |
| 5Y | +150.5% | +19.7% | +130.8% | +132.0% |
| 10Y | +146.1% | +256.4% | -110.3% | +57.4% |
| All | +1,063.2% | +1,331.3% | -268.1% | +397.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling