+417.3%
LIN vs KDP
+235.7%
+181.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.1% | +0.8% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | +7.6% | +16.3% | -8.7% | +3.2% |
| 3M | +6.5% | +24.0% | -17.4% | +0.3% |
| 6M | +6.2% | +30.0% | -23.8% | -1.5% |
| YTD | +23.2% | +36.1% | -12.8% | +12.5% |
| 1Y | +25.4% | +46.8% | -21.4% | +12.0% |
| 3Y | +38.3% | +30.5% | +7.8% | +26.1% |
| 5Y | +64.4% | +17.9% | +46.5% | +54.3% |
| 10Y | +417.3% | +239.3% | +178.1% | +333.3% |
| All | +417.3% | +235.7% | +181.6% | +333.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 10y: compounded portfolio wealth divided by compounded KDP 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…
10y analysis · Full analysis span regression · 6 months rolling