+4,813.8%
LLY vs KDP
+1,248.7%
+3,565.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.4% | +6.7% | +1.1% |
| 7D | +4.6% | -4.0% | +8.6% | +5.5% |
| 30D | +22.4% | +8.5% | +13.9% | +19.8% |
| 3M | +17.1% | +20.7% | -3.6% | +11.5% |
| 6M | +44.6% | +23.2% | +21.5% | +36.8% |
| YTD | +33.5% | +30.5% | +3.0% | +24.1% |
| 1Y | +41.1% | +35.9% | +5.3% | +29.8% |
| 3Y | +143.8% | +24.8% | +118.9% | +125.6% |
| 5Y | +473.4% | +13.4% | +460.0% | +440.3% |
| 10Y | +2,035.0% | +239.3% | +1,795.7% | +1,288.3% |
| All | +4,813.8% | +1,248.7% | +3,565.2% | +1,743.1% |
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