+14.7%
KDP vs LII
-29.6%
+44.3%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +7.0% |
| 3M | +9.2% | -24.4% | +33.6% | +10.9% |
| 6M | +14.7% | -28.7% | +43.4% | +16.4% |
| All | +14.7% | -29.6% | +44.3% | +16.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling