+175.8%
KDP vs LEN
+99.2%
+76.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +0.5% |
| 7D | +2.1% | -2.9% | +4.9% | +2.5% |
| 30D | +8.5% | -8.9% | +17.3% | +10.1% |
| 3M | +6.6% | -10.9% | +17.5% | +8.3% |
| 6M | +17.1% | -19.7% | +36.7% | +20.7% |
| YTD | +19.0% | -20.6% | +39.6% | +22.7% |
| 1Y | +21.8% | -42.4% | +64.2% | +32.0% |
| 3Y | +6.4% | -26.5% | +33.0% | +8.7% |
| 5Y | +5.1% | -10.9% | +16.1% | +1.8% |
| 10Y | +175.8% | +100.6% | +75.2% | +115.5% |
| All | +175.8% | +99.2% | +76.6% | +115.5% |
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 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