+1,087.3%
MO vs KDP
+1,248.7%
-161.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.4% | +8.1% | +2.8% |
| 7D | +0.4% | -4.0% | +4.4% | +1.5% |
| 30D | +8.9% | +8.5% | +0.4% | +6.1% |
| 3M | +23.0% | +20.7% | +2.3% | +16.0% |
| 6M | +15.0% | +23.2% | -8.2% | +7.7% |
| YTD | +41.7% | +30.5% | +11.2% | +30.3% |
| 1Y | +43.3% | +35.9% | +7.4% | +30.2% |
| 3Y | +143.2% | +24.8% | +118.4% | +123.2% |
| 5Y | +154.7% | +13.4% | +141.3% | +139.3% |
| 10Y | +151.0% | +239.3% | -88.3% | +62.6% |
| All | +1,087.3% | +1,248.7% | -161.4% | +415.5% |
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