+30.5%
KDP vs LNT
+63.0%
-32.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.4% |
| 7D | +0.3% | +0.6% | -0.3% | +0.1% |
| 30D | +16.3% | +12.4% | +3.9% | +11.1% |
| 3M | +24.0% | +6.7% | +17.3% | +20.8% |
| 6M | +30.0% | +3.9% | +26.0% | +27.9% |
| YTD | +36.1% | +16.5% | +19.6% | +28.3% |
| 1Y | +46.8% | +12.5% | +34.3% | +40.2% |
| 3Y | +30.5% | +66.9% | -36.4% | +8.3% |
| All | +30.5% | +63.0% | -32.5% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling