+247.9%
KDP vs LEN
+136.9%
+111.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -0.8% | -5.8% | +5.0% | +0.2% |
| 30D | +9.7% | +13.7% | -4.0% | +7.5% |
| 3M | +17.6% | -3.9% | +21.5% | +18.1% |
| 6M | +25.8% | -0.4% | +26.1% | +25.2% |
| YTD | +33.9% | -16.8% | +50.7% | +36.8% |
| 1Y | +38.9% | -29.5% | +68.4% | +45.4% |
| 3Y | +26.8% | -25.6% | +52.4% | +29.1% |
| 5Y | +16.3% | -13.2% | +29.6% | +13.1% |
| All | +247.9% | +136.9% | +111.0% | +164.0% |
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