+16.3%
KDP vs LUNR
+34.7%
-18.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | -0.8% | +24.2% | -25.0% | -0.8% |
| 30D | +9.7% | +18.0% | -8.2% | +9.7% |
| 3M | +17.6% | -26.0% | +43.6% | +17.7% |
| 6M | +25.8% | -63.6% | +89.3% | +26.0% |
| YTD | +33.9% | -19.9% | +53.8% | +33.6% |
| 1Y | +38.9% | +50.1% | -11.2% | +38.3% |
| 3Y | +26.8% | +374.5% | -347.7% | +25.2% |
| All | +16.3% | +34.7% | -18.4% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling