+43.5%
KDP vs LTH
+84.0%
-40.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +6.3% | -0.4% | +5.4% |
| 7D | +5.3% | +9.9% | -4.5% | +4.6% |
| 30D | +19.1% | +18.3% | +0.8% | +17.7% |
| 3M | +19.2% | +5.9% | +13.2% | +18.6% |
| 6M | +29.3% | +80.3% | -51.1% | +26.7% |
| YTD | +35.5% | +78.3% | -42.8% | +33.7% |
| 1Y | +43.5% | +81.0% | -37.5% | +41.5% |
| All | +43.5% | +84.0% | -40.6% | +41.5% |
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