+173.3%
KDP vs LSCC
+1,772.4%
-1,599.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.0% |
| 7D | +1.3% | +1.3% | 0.0% | +1.2% |
| 30D | +6.0% | -9.7% | +15.7% | +6.6% |
| 3M | +9.2% | -23.7% | +32.9% | +10.6% |
| 6M | +14.7% | +26.5% | -11.8% | +11.7% |
| YTD | +19.2% | +57.5% | -38.3% | +14.1% |
| 1Y | +15.2% | +75.7% | -60.5% | +9.1% |
| 3Y | +6.0% | +19.5% | -13.5% | +1.5% |
| 5Y | +5.4% | +83.8% | -78.3% | -5.3% |
| All | +173.3% | +1,772.4% | -1,599.1% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling