+43.5%
KDP vs LEN
-21.9%
+65.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +7.1% | -1.2% | +4.5% |
| 7D | +5.3% | +10.5% | -5.1% | +3.5% |
| 30D | +19.1% | +24.6% | -5.5% | +14.8% |
| 3M | +19.2% | +6.6% | +12.5% | +17.4% |
| 6M | +29.3% | +10.6% | +18.6% | +26.1% |
| YTD | +35.5% | -8.3% | +43.8% | +36.4% |
| 1Y | +43.5% | -22.5% | +66.0% | +46.5% |
| All | +43.5% | -21.9% | +65.4% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling