+15.2%
KDP vs LTH
+54.1%
-38.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +1.3% | -0.6% | +1.9% | +1.3% |
| 30D | +6.0% | -4.6% | +10.6% | +6.3% |
| 3M | +9.2% | +32.8% | -23.6% | +8.0% |
| 6M | +14.7% | +64.6% | -49.9% | +11.7% |
| YTD | +19.2% | +62.6% | -43.4% | +16.1% |
| 1Y | +15.2% | +49.9% | -34.8% | +9.2% |
| All | +15.2% | +54.1% | -38.9% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling