+256.4%
KDP vs LH
+267.5%
-11.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.0% | +1.8% |
| 7D | +8.2% | +4.8% | +3.4% | +6.9% |
| 30D | +18.4% | +18.8% | -0.5% | +12.9% |
| 3M | +29.2% | +15.7% | +13.5% | +24.0% |
| 6M | +32.3% | +46.7% | -14.4% | +18.9% |
| YTD | +38.5% | +48.9% | -10.5% | +23.6% |
| 1Y | +48.5% | +43.5% | +5.0% | +33.9% |
| 3Y | +32.5% | +86.9% | -54.4% | +9.8% |
| 5Y | +19.7% | +60.4% | -40.7% | +2.1% |
| 10Y | +256.4% | +260.7% | -4.3% | +130.6% |
| All | +256.4% | +267.5% | -11.1% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 10y: compounded portfolio wealth divided by compounded LH 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…
10y analysis · Full analysis span regression · 6 months rolling