+423.5%
LIN vs KDP
+234.2%
+189.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | +3.6% | +4.5% | -0.9% | +2.3% |
| 30D | +6.4% | +18.5% | -12.1% | +1.5% |
| 3M | +6.5% | +20.8% | -14.3% | +0.9% |
| 6M | +4.9% | +29.4% | -24.5% | -2.6% |
| YTD | +23.4% | +35.9% | -12.5% | +12.8% |
| 1Y | +26.3% | +42.5% | -16.1% | +13.8% |
| 3Y | +38.0% | +29.4% | +8.6% | +26.2% |
| 5Y | +68.0% | +15.8% | +52.2% | +58.4% |
| All | +423.5% | +234.2% | +189.3% | +343.6% |
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