+17.0%
KDP vs LTH
+142.9%
-125.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | +2.2% | +4.5% | -2.3% | +1.8% |
| 30D | +19.9% | +16.3% | +3.6% | +18.2% |
| 3M | +21.5% | +8.4% | +13.1% | +20.5% |
| 6M | +30.1% | +40.3% | -10.2% | +26.0% |
| YTD | +34.9% | +77.3% | -42.3% | +27.5% |
| 1Y | +43.4% | +88.0% | -44.6% | +34.7% |
| 3Y | +29.1% | +274.3% | -245.2% | +12.8% |
| All | +17.0% | +142.9% | -125.9% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling