+7.6%
KDP vs LII
+5.3%
+2.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.0% | -1.0% |
| 7D | +1.3% | -0.7% | +2.0% | +1.3% |
| 30D | +6.0% | -12.6% | +18.6% | +7.3% |
| 3M | +9.2% | -24.4% | +33.6% | +11.6% |
| 6M | +14.7% | -28.7% | +43.4% | +17.6% |
| YTD | +19.2% | -19.1% | +38.3% | +20.8% |
| 1Y | +15.2% | -29.7% | +44.9% | +17.8% |
| All | +7.6% | +5.3% | +2.3% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling