+6.4%
KDP vs LUNR
+251.6%
-245.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.9% | -6.0% | -0.1% |
| 7D | +2.1% | +6.5% | -4.5% | +2.1% |
| 30D | +8.5% | -4.4% | +12.9% | +8.4% |
| 3M | +6.6% | -47.3% | +53.9% | +6.7% |
| 6M | +17.1% | -11.1% | +28.1% | +16.7% |
| YTD | +19.0% | -3.4% | +22.4% | +18.4% |
| 1Y | +21.8% | +85.8% | -64.0% | +20.4% |
| 3Y | +6.4% | +264.7% | -258.2% | +6.7% |
| All | +6.4% | +251.6% | -245.1% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 3y: compounded portfolio wealth divided by compounded LUNR 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…
3y analysis · Full analysis span regression · 6 months rolling