+36.9%
LIN vs KDP
+34.8%
+2.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.8% | +0.6% |
| 7D | +0.3% | +4.0% | -3.6% | -0.4% |
| 30D | +8.0% | +16.8% | -8.8% | +4.7% |
| 3M | +7.7% | +32.0% | -24.3% | +1.9% |
| 6M | +5.1% | +35.2% | -30.1% | -1.1% |
| YTD | +24.7% | +40.9% | -16.2% | +16.2% |
| 1Y | +25.1% | +47.7% | -22.6% | +15.3% |
| All | +36.9% | +34.8% | +2.0% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling