+256.4%
KDP vs LNT
+174.3%
+82.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +8.2% | +1.6% | +6.7% | +7.7% |
| 30D | +18.4% | +12.1% | +6.3% | +14.2% |
| 3M | +29.2% | +8.2% | +21.0% | +26.0% |
| 6M | +32.3% | +3.6% | +28.6% | +30.7% |
| YTD | +38.5% | +16.2% | +22.3% | +32.0% |
| 1Y | +48.5% | +12.8% | +35.7% | +42.8% |
| 3Y | +32.5% | +66.5% | -34.0% | +12.6% |
| 5Y | +19.7% | +53.8% | -34.1% | +3.5% |
| 10Y | +256.4% | +182.5% | +73.9% | +152.0% |
| All | +256.4% | +174.3% | +82.1% | +152.0% |
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