+2,080.1%
LLY vs KDP
+247.6%
+1,832.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.9% |
| 7D | +6.7% | -0.8% | +7.5% | +6.8% |
| 30D | +19.6% | +9.7% | +9.8% | +18.0% |
| 3M | +19.7% | +17.6% | +2.1% | +16.9% |
| 6M | +42.7% | +25.8% | +17.0% | +37.9% |
| YTD | +35.1% | +33.9% | +1.3% | +29.3% |
| 1Y | +42.2% | +38.9% | +3.3% | +35.3% |
| 3Y | +140.8% | +26.8% | +114.0% | +130.5% |
| 5Y | +480.6% | +16.3% | +464.2% | +462.5% |
| All | +2,080.1% | +247.6% | +1,832.5% | +1,820.9% |
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