+169.5%
KDP vs LULU
+53.6%
+115.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.5% |
| 7D | -3.7% | -1.6% | -2.1% | -3.5% |
| 30D | +6.2% | -18.1% | +24.3% | +8.4% |
| 3M | +1.2% | -18.8% | +20.0% | +3.3% |
| 6M | +15.3% | -39.2% | +54.5% | +21.1% |
| YTD | +14.8% | -52.4% | +67.2% | +24.0% |
| 1Y | +17.6% | -40.3% | +57.9% | +23.2% |
| 3Y | +2.1% | -75.1% | +77.2% | +16.6% |
| 5Y | +2.7% | -76.7% | +79.5% | +15.9% |
| All | +169.5% | +53.6% | +115.9% | +156.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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