+1,278.3%
KDP vs LOW
+1,143.5%
+134.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | +2.2% | +7.4% | -5.2% | +0.1% |
| 30D | +19.9% | +24.5% | -4.5% | +12.3% |
| 3M | +21.5% | +3.5% | +18.0% | +20.2% |
| 6M | +30.1% | -2.6% | +32.7% | +30.7% |
| YTD | +34.9% | -4.8% | +39.8% | +36.1% |
| 1Y | +43.4% | -0.8% | +44.2% | +42.6% |
| 3Y | +29.1% | +22.8% | +6.3% | +18.2% |
| 5Y | +15.0% | +5.3% | +9.7% | +8.3% |
| 10Y | +234.1% | +309.5% | -75.4% | +92.0% |
| All | +1,278.3% | +1,143.5% | +134.8% | +376.0% |
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