+239.3%
KDP vs LII
+170.7%
+68.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.4% |
| 7D | +0.3% | -1.2% | +1.5% | +0.6% |
| 30D | +16.3% | -2.0% | +18.3% | +16.6% |
| 3M | +24.0% | -20.2% | +44.2% | +29.4% |
| 6M | +30.0% | -32.5% | +62.5% | +39.0% |
| YTD | +36.1% | -27.4% | +63.5% | +42.5% |
| 1Y | +46.8% | -28.2% | +75.0% | +54.0% |
| 3Y | +30.5% | -7.2% | +37.7% | +24.2% |
| 5Y | +17.9% | +19.9% | -2.0% | +2.5% |
| 10Y | +239.3% | +168.6% | +70.6% | +125.0% |
| All | +239.3% | +170.7% | +68.5% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling