+16.2%
KDP vs LII
+17.0%
-0.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.4% |
| 7D | -0.8% | +2.9% | -3.7% | -1.2% |
| 30D | +9.7% | +0.9% | +8.8% | +9.5% |
| 3M | +17.6% | -15.5% | +33.1% | +20.2% |
| 6M | +25.8% | -30.2% | +56.0% | +30.9% |
| YTD | +33.9% | -26.8% | +60.7% | +38.0% |
| 1Y | +38.9% | -25.3% | +64.2% | +42.7% |
| 3Y | +26.8% | -7.8% | +34.5% | +22.0% |
| All | +16.2% | +17.0% | -0.8% | +4.2% |
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