+20.1%
KDP vs LH
+16.9%
+3.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.2% |
| 7D | -1.6% | -3.2% | +1.6% | -0.8% |
| 30D | +9.5% | +0.1% | +9.3% | +9.5% |
| 3M | +2.6% | +18.6% | -16.0% | -1.9% |
| 6M | +15.6% | +17.9% | -2.3% | +10.5% |
| YTD | +17.3% | +28.9% | -11.6% | +9.6% |
| 1Y | +20.1% | +16.6% | +3.5% | +14.0% |
| All | +20.1% | +16.9% | +3.2% | +14.0% |
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