+1,117.5%
KDP vs LEN
+428.6%
+688.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | +1.3% | -3.2% | +4.5% | +1.8% |
| 30D | +6.0% | -4.9% | +10.9% | +6.7% |
| 3M | +9.2% | -8.5% | +17.7% | +10.4% |
| 6M | +14.7% | -20.7% | +35.4% | +18.1% |
| YTD | +19.2% | -17.4% | +36.6% | +21.9% |
| 1Y | +15.2% | -38.2% | +53.4% | +22.6% |
| 3Y | +6.0% | -24.9% | +30.8% | +8.0% |
| 5Y | +5.4% | -11.4% | +16.9% | +3.1% |
| 10Y | +171.9% | +110.0% | +61.8% | +123.8% |
| All | +1,117.5% | +428.6% | +688.9% | +650.8% |
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