+47.7%
KDP vs LVS
-37.4%
+85.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +1.9% |
| 7D | +4.0% | -1.3% | +5.2% | +4.1% |
| 30D | +16.8% | +12.2% | +4.6% | +16.0% |
| 3M | +32.0% | -11.3% | +43.3% | +31.1% |
| 6M | +35.2% | -21.6% | +56.8% | +32.7% |
| YTD | +40.9% | -36.6% | +77.5% | +37.5% |
| 1Y | +47.7% | -38.4% | +86.1% | +44.4% |
| All | +47.7% | -37.4% | +85.1% | +44.4% |
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