+6.7%
KDP vs LOW
-5.7%
+12.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -1.1% |
| 7D | +1.3% | -1.7% | +3.0% | +1.6% |
| 30D | +6.0% | -7.0% | +13.0% | +7.5% |
| 3M | +9.2% | -0.9% | +10.1% | +9.4% |
| 6M | +14.7% | -20.1% | +34.8% | +19.3% |
| YTD | +19.2% | -13.9% | +33.1% | +22.6% |
| 1Y | +15.2% | -21.1% | +36.3% | +20.0% |
| All | +6.7% | -5.7% | +12.4% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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