+247.9%
KDP vs LNT
+186.9%
+61.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.4% |
| 7D | -0.8% | +1.0% | -1.8% | -1.1% |
| 30D | +9.7% | +9.6% | +0.1% | +6.6% |
| 3M | +17.6% | +5.4% | +12.2% | +15.7% |
| 6M | +25.8% | +3.1% | +22.7% | +24.5% |
| YTD | +33.9% | +16.5% | +17.4% | +27.5% |
| 1Y | +38.9% | +12.3% | +26.6% | +33.8% |
| 3Y | +26.8% | +70.3% | -43.5% | +7.1% |
| 5Y | +16.3% | +56.4% | -40.1% | +0.2% |
| All | +247.9% | +186.9% | +61.0% | +146.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 10y: compounded portfolio wealth divided by compounded LNT 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…
10y analysis · Full analysis span regression · 6 months rolling