+1,290.0%
KDP vs LEN
+482.9%
+807.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +0.4% |
| 7D | +0.3% | +0.6% | -0.3% | +0.3% |
| 30D | +16.3% | +19.4% | -3.1% | +13.3% |
| 3M | +24.0% | +4.5% | +19.5% | +22.9% |
| 6M | +30.0% | +4.9% | +25.1% | +28.5% |
| YTD | +36.1% | -8.9% | +45.0% | +36.9% |
| 1Y | +46.8% | -23.0% | +69.8% | +51.2% |
| 3Y | +30.5% | -16.7% | +47.2% | +30.8% |
| 5Y | +17.9% | -4.5% | +22.4% | +13.9% |
| 10Y | +239.3% | +162.2% | +77.1% | +170.1% |
| All | +1,290.0% | +482.9% | +807.1% | +743.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling