+15.8%
KDP vs LSCC
+18.7%
-2.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.6% | +8.9% | +0.5% |
| 7D | +4.5% | -4.8% | +9.3% | +4.6% |
| 30D | +18.5% | -27.1% | +45.6% | +19.8% |
| 3M | +20.8% | -23.6% | +44.4% | +21.8% |
| 6M | +29.4% | -19.8% | +49.2% | +29.5% |
| YTD | +35.9% | +33.2% | +2.7% | +32.1% |
| 1Y | +42.5% | +55.2% | -12.8% | +37.4% |
| 3Y | +29.4% | +70.1% | -40.7% | +21.6% |
| 5Y | +15.8% | +19.5% | -3.7% | +8.8% |
| All | +15.8% | +18.7% | -2.9% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling