+933.0%
MO vs KDP
+1,132.0%
-199.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | +0.3% | +1.3% | -0.9% | 0.0% |
| 30D | +0.6% | +6.0% | -5.3% | -1.1% |
| 3M | -1.0% | +9.2% | -10.2% | -3.6% |
| 6M | +4.3% | +14.7% | -10.3% | 0.0% |
| YTD | +23.3% | +19.2% | +4.1% | +16.8% |
| 1Y | +10.5% | +15.2% | -4.7% | +5.2% |
| 3Y | +96.3% | +6.0% | +90.3% | +89.3% |
| 5Y | +98.9% | +5.4% | +93.5% | +91.2% |
| 10Y | +103.6% | +171.9% | -68.3% | +41.9% |
| All | +933.0% | +1,132.0% | -199.0% | +362.0% |
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