+20.1%
KDP vs LVS
-17.6%
+37.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -1.4% |
| 7D | -1.6% | -2.7% | +1.2% | -1.6% |
| 30D | +9.5% | -4.7% | +14.2% | +9.5% |
| 3M | +2.6% | -15.6% | +18.2% | +2.1% |
| 6M | +15.6% | -18.6% | +34.3% | +14.5% |
| YTD | +17.3% | -32.3% | +49.6% | +16.5% |
| 1Y | +20.1% | -18.0% | +38.1% | +18.8% |
| All | +20.1% | -17.6% | +37.7% | +18.8% |
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