+17.0%
KDP vs LII
+19.9%
-2.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.4% |
| 7D | +2.2% | -0.6% | +2.8% | +2.3% |
| 30D | +19.9% | -4.6% | +24.5% | +20.6% |
| 3M | +21.5% | -21.2% | +42.7% | +25.3% |
| 6M | +30.1% | -36.4% | +66.5% | +37.2% |
| YTD | +34.9% | -28.9% | +63.9% | +39.7% |
| 1Y | +43.4% | -29.5% | +72.9% | +48.5% |
| 3Y | +29.1% | -8.6% | +37.7% | +24.2% |
| All | +17.0% | +19.9% | -2.9% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling