+15.2%
KDP vs LHX
-4.7%
+19.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.9% |
| 7D | +1.3% | -2.4% | +3.7% | +1.2% |
| 30D | +6.0% | -10.4% | +16.4% | +5.8% |
| 3M | +9.2% | -16.9% | +26.1% | +8.8% |
| 6M | +14.7% | -29.9% | +44.6% | +14.0% |
| YTD | +19.2% | -12.0% | +31.2% | +18.9% |
| 1Y | +15.2% | -4.5% | +19.7% | +15.2% |
| All | +15.2% | -4.7% | +19.8% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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