+17.9%
KDP vs LNT
+56.3%
-38.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +28.1% |
| 1Y | +46.8% | +12.5% | +34.3% | +40.1% |
| 3Y | +30.5% | +66.9% | -36.4% | +6.4% |
| 5Y | +17.9% | +56.1% | -38.2% | -4.2% |
| All | +17.9% | +56.3% | -38.4% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling