+16.2%
KDP vs LULU
-76.8%
+93.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.5% |
| 7D | -0.8% | -4.6% | +3.8% | -0.4% |
| 30D | +9.7% | +12.3% | -2.6% | +8.8% |
| 3M | +17.6% | -11.6% | +29.3% | +18.3% |
| 6M | +25.8% | -12.8% | +38.6% | +26.5% |
| YTD | +33.9% | -49.2% | +83.0% | +39.1% |
| 1Y | +38.9% | -37.7% | +76.6% | +41.9% |
| 3Y | +26.8% | -74.7% | +101.5% | +36.9% |
| All | +16.2% | -76.8% | +93.0% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling