+6.4%
KDP vs LH
+64.5%
-58.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +2.1% | -0.8% | +2.9% | +2.3% |
| 30D | +8.5% | +2.0% | +6.5% | +8.0% |
| 3M | +6.6% | +24.3% | -17.6% | +1.5% |
| 6M | +17.1% | +21.1% | -4.0% | +11.9% |
| YTD | +19.0% | +30.4% | -11.4% | +11.9% |
| 1Y | +21.8% | +18.4% | +3.4% | +16.6% |
| 3Y | +6.4% | +65.5% | -59.0% | -5.5% |
| All | +6.4% | +64.5% | -58.0% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling