+15.2%
KDP vs LUMN
+42.5%
-27.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.9% |
| 7D | +1.3% | +12.1% | -10.8% | +1.6% |
| 30D | +6.0% | +11.3% | -5.4% | +6.3% |
| 3M | +9.2% | -31.6% | +40.8% | +8.4% |
| 6M | +14.7% | -2.7% | +17.4% | +14.8% |
| YTD | +19.2% | -12.9% | +32.1% | +18.6% |
| 1Y | +15.2% | +36.2% | -21.0% | +21.5% |
| All | +15.2% | +42.5% | -27.4% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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