+1,339.3%
KDP vs LOW
+1,182.6%
+156.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +4.0% | +1.0% | +3.0% | +3.6% |
| 30D | +16.8% | +25.6% | -8.8% | +9.1% |
| 3M | +32.0% | +5.3% | +26.7% | +29.9% |
| 6M | +35.2% | +3.7% | +31.4% | +33.3% |
| YTD | +40.9% | -1.9% | +42.8% | +40.7% |
| 1Y | +47.7% | +0.6% | +47.1% | +46.2% |
| 3Y | +34.8% | +26.4% | +8.4% | +22.4% |
| 5Y | +22.6% | +10.1% | +12.5% | +13.9% |
| 10Y | +266.4% | +301.3% | -34.8% | +112.2% |
| All | +1,339.3% | +1,182.6% | +156.7% | +392.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling