+15.6%
KDP vs LHX
-31.0%
+46.6%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.6% | -1.5% |
| 7D | -1.6% | -3.7% | +2.1% | -1.7% |
| 30D | +9.5% | -13.2% | +22.6% | +9.2% |
| 3M | +2.6% | -18.4% | +21.0% | +2.3% |
| 6M | +15.6% | -32.0% | +47.6% | +14.0% |
| All | +15.6% | -31.0% | +46.6% | +14.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling