+4,561.6%
LLY vs KDP
+1,294.8%
+3,266.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -4.5% | +2.2% | -6.7% | -5.1% |
| 30D | +13.9% | +19.9% | -6.0% | +9.0% |
| 3M | +13.8% | +21.5% | -7.7% | +8.2% |
| 6M | +37.6% | +30.1% | +7.5% | +28.5% |
| YTD | +26.6% | +34.9% | -8.3% | +16.9% |
| 1Y | +45.3% | +43.4% | +2.0% | +32.1% |
| 3Y | +132.2% | +29.1% | +103.1% | +113.3% |
| 5Y | +434.7% | +15.0% | +419.7% | +402.9% |
| 10Y | +2,084.3% | +234.1% | +1,850.2% | +1,332.4% |
| All | +4,561.6% | +1,294.8% | +3,266.8% | +1,635.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling