+239.3%
KDP vs LEN
+166.0%
+73.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +0.3% |
| 7D | +0.3% | +0.6% | -0.3% | +0.2% |
| 30D | +16.3% | +19.4% | -3.1% | +13.0% |
| 3M | +24.0% | +4.5% | +19.5% | +22.8% |
| 6M | +30.0% | +4.9% | +25.1% | +28.3% |
| YTD | +36.1% | -8.9% | +45.0% | +37.0% |
| 1Y | +46.8% | -23.0% | +69.8% | +51.5% |
| 3Y | +30.5% | -16.7% | +47.2% | +30.4% |
| 5Y | +17.9% | -4.5% | +22.4% | +12.8% |
| 10Y | +239.3% | +162.2% | +77.1% | +151.6% |
| All | +239.3% | +166.0% | +73.2% | +151.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling