+6.7%
KDP vs LEN
-22.2%
+28.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | +1.3% | -3.2% | +4.5% | +1.7% |
| 30D | +6.0% | -4.9% | +10.9% | +6.7% |
| 3M | +9.2% | -8.5% | +17.7% | +10.2% |
| 6M | +14.7% | -20.7% | +35.4% | +17.8% |
| YTD | +19.2% | -17.4% | +36.6% | +21.7% |
| 1Y | +15.2% | -38.2% | +53.4% | +21.5% |
| All | +6.7% | -22.2% | +28.9% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling