+5.1%
KDP vs LVS
+4.5%
+0.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.1% |
| 7D | +2.1% | +0.3% | +1.8% | +2.1% |
| 30D | +8.5% | -3.9% | +12.4% | +8.7% |
| 3M | +6.6% | -12.9% | +19.5% | +7.5% |
| 6M | +17.1% | -16.9% | +34.0% | +18.1% |
| YTD | +19.0% | -31.2% | +50.3% | +21.6% |
| 1Y | +21.8% | -16.4% | +38.2% | +22.4% |
| 3Y | +6.4% | -4.4% | +10.9% | +4.9% |
| 5Y | +5.1% | +6.7% | -1.5% | +0.1% |
| All | +5.1% | +4.5% | +0.6% | +0.1% |
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