+15.2%
KDP vs LVS
-18.2%
+33.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +1.3% | -1.5% | +2.8% | +1.3% |
| 30D | +6.0% | -3.2% | +9.2% | +6.0% |
| 3M | +9.2% | -12.0% | +21.2% | +8.8% |
| 6M | +14.7% | -19.9% | +34.6% | +13.7% |
| YTD | +19.2% | -30.6% | +49.8% | +18.6% |
| 1Y | +15.2% | -17.7% | +32.9% | +14.3% |
| All | +15.2% | -18.2% | +33.4% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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