+1,117.5%
KDP vs LOW
+1,025.1%
+92.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -1.3% |
| 7D | +1.3% | -1.7% | +3.0% | +1.8% |
| 30D | +6.0% | -7.0% | +13.0% | +8.3% |
| 3M | +9.2% | -0.9% | +10.1% | +9.3% |
| 6M | +14.7% | -20.1% | +34.8% | +22.0% |
| YTD | +19.2% | -13.9% | +33.1% | +23.9% |
| 1Y | +15.2% | -21.1% | +36.3% | +22.7% |
| 3Y | +6.0% | -6.6% | +12.6% | +5.5% |
| 5Y | +5.4% | +9.4% | -3.9% | -2.1% |
| 10Y | +171.9% | +220.5% | -48.6% | +68.7% |
| All | +1,117.5% | +1,025.1% | +92.4% | +333.4% |
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