+472.7%
LLY vs KDP
+21.7%
+451.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.4% | +0.1% |
| 7D | +1.4% | +4.0% | -2.6% | +0.8% |
| 30D | +21.5% | +16.8% | +4.7% | +19.1% |
| 3M | +18.5% | +32.0% | -13.6% | +14.2% |
| 6M | +49.1% | +35.2% | +14.0% | +43.3% |
| YTD | +34.4% | +40.9% | -6.5% | +28.4% |
| 1Y | +46.3% | +47.7% | -1.4% | +38.9% |
| 3Y | +145.5% | +34.8% | +110.7% | +134.8% |
| 5Y | +472.7% | +22.6% | +450.0% | +438.3% |
| All | +472.7% | +21.7% | +451.0% | +438.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling