+20.1%
KDP vs LEN
-41.8%
+61.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -1.6% | -3.4% | +1.8% | -0.9% |
| 30D | +9.5% | -5.7% | +15.1% | +10.6% |
| 3M | +2.6% | -12.2% | +14.9% | +4.8% |
| 6M | +15.6% | -18.3% | +33.9% | +20.0% |
| YTD | +17.3% | -20.2% | +37.5% | +21.7% |
| 1Y | +20.1% | -40.1% | +60.2% | +36.9% |
| All | +20.1% | -41.8% | +61.9% | +36.9% |
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