+1,117.5%
KDP vs LII
+1,416.4%
-298.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.0% | -1.2% |
| 7D | +1.3% | -0.7% | +2.0% | +1.4% |
| 30D | +6.0% | -12.6% | +18.6% | +9.3% |
| 3M | +9.2% | -24.4% | +33.6% | +15.3% |
| 6M | +14.7% | -28.7% | +43.4% | +22.2% |
| YTD | +19.2% | -19.1% | +38.3% | +23.0% |
| 1Y | +15.2% | -29.7% | +44.9% | +22.5% |
| 3Y | +6.0% | +4.8% | +1.2% | -1.3% |
| 5Y | +5.4% | +24.6% | -19.1% | -8.3% |
| 10Y | +171.9% | +169.2% | +2.7% | +85.5% |
| All | +1,117.5% | +1,416.4% | -298.9% | +376.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling