+1,117.5%
KDP vs LULU
+506.4%
+611.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -17.4% | +16.5% | +1.3% |
| 7D | +1.3% | -16.7% | +18.0% | +3.4% |
| 30D | +6.0% | -18.5% | +24.5% | +8.5% |
| 3M | +9.2% | -19.5% | +28.6% | +11.7% |
| 6M | +14.7% | -41.9% | +56.6% | +21.8% |
| YTD | +19.2% | -51.6% | +70.8% | +29.3% |
| 1Y | +15.2% | -51.2% | +66.4% | +24.2% |
| 3Y | +6.0% | -75.1% | +81.1% | +22.0% |
| 5Y | +5.4% | -74.1% | +79.5% | +17.9% |
| 10Y | +171.9% | +46.7% | +125.1% | +131.7% |
| All | +1,117.5% | +506.4% | +611.0% | +517.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling