+1,314.5%
KDP vs LEN
+451.6%
+862.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.4% | +7.1% | +2.6% |
| 7D | +8.2% | +0.7% | +7.5% | +8.1% |
| 30D | +18.4% | +13.0% | +5.4% | +16.2% |
| 3M | +29.2% | +1.9% | +27.3% | +28.6% |
| 6M | +32.3% | -0.7% | +33.0% | +31.8% |
| YTD | +38.5% | -13.8% | +52.3% | +40.4% |
| 1Y | +48.5% | -28.1% | +76.6% | +54.4% |
| 3Y | +32.5% | -22.8% | +55.3% | +34.3% |
| 5Y | +19.7% | -7.4% | +27.0% | +16.1% |
| 10Y | +256.4% | +143.7% | +112.7% | +186.7% |
| All | +1,314.5% | +451.6% | +862.8% | +765.1% |
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