+19.7%
KDP vs LVS
+7.4%
+12.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.6% |
| 7D | +8.2% | +6.7% | +1.5% | +7.7% |
| 30D | +18.4% | +13.8% | +4.6% | +17.2% |
| 3M | +29.2% | -9.5% | +38.7% | +30.0% |
| 6M | +32.3% | -22.0% | +54.3% | +34.2% |
| YTD | +38.5% | -35.7% | +74.1% | +42.1% |
| 1Y | +48.5% | -36.7% | +85.2% | +52.5% |
| 3Y | +32.5% | -8.8% | +41.3% | +30.8% |
| 5Y | +19.7% | +9.5% | +10.1% | +15.6% |
| All | +19.7% | +7.4% | +12.3% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling