+38.9%
KDP vs LH
+41.3%
-2.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.7% |
| 7D | -0.8% | +1.1% | -1.9% | -1.0% |
| 30D | +9.7% | +16.7% | -7.0% | +6.1% |
| 3M | +17.6% | +15.1% | +2.5% | +14.2% |
| 6M | +25.8% | +46.3% | -20.6% | +15.6% |
| YTD | +33.9% | +48.8% | -14.9% | +22.1% |
| 1Y | +38.9% | +39.7% | -0.8% | +28.9% |
| All | +38.9% | +41.3% | -2.5% | +28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling