+1.9%
KDP vs LUNR
+54.8%
-52.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.7% | +3.3% | -1.4% |
| 7D | -1.6% | +0.5% | -2.1% | -1.6% |
| 30D | +9.5% | -5.3% | +14.8% | +9.5% |
| 3M | +2.6% | -45.6% | +48.2% | +2.7% |
| 6M | +15.6% | -17.4% | +33.0% | +15.5% |
| YTD | +17.3% | -7.9% | +25.3% | +17.1% |
| 1Y | +20.1% | +77.6% | -57.5% | +19.5% |
| 3Y | +4.9% | +247.4% | -242.5% | +3.7% |
| All | +1.9% | +54.8% | -52.9% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling