+37.8%
KDP vs LYFT
-82.9%
+120.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.3% | +6.8% | -1.0% |
| 7D | -1.6% | -14.1% | +12.6% | -0.8% |
| 30D | +9.5% | -13.7% | +23.2% | +10.3% |
| 3M | +2.6% | +7.4% | -4.8% | +2.2% |
| 6M | +15.6% | +8.3% | +7.3% | +14.9% |
| YTD | +17.3% | -23.1% | +40.4% | +18.4% |
| 1Y | +20.1% | -19.0% | +39.1% | +20.6% |
| 3Y | +4.9% | +37.7% | -32.8% | -0.9% |
| 5Y | +5.0% | -70.5% | +75.5% | +10.3% |
| All | +37.8% | -82.9% | +120.8% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 all: compounded portfolio wealth divided by compounded LYFT 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…
all analysis · Full analysis span regression · 6 months rolling