+5.1%
KDP vs LOW
+8.3%
-3.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.3% |
| 7D | +2.1% | +0.4% | +1.7% | +2.0% |
| 30D | +8.5% | -10.1% | +18.6% | +11.1% |
| 3M | +6.6% | -2.9% | +9.5% | +7.2% |
| 6M | +17.1% | -19.4% | +36.5% | +22.4% |
| YTD | +19.0% | -15.4% | +34.5% | +23.2% |
| 1Y | +21.8% | -24.9% | +46.7% | +29.1% |
| 3Y | +6.4% | -7.8% | +14.3% | +6.5% |
| 5Y | +5.1% | +8.4% | -3.2% | -2.1% |
| All | +5.1% | +8.3% | -3.1% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling