+3,857.0%
LLY vs KDP
+1,132.0%
+2,725.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -2.1% | +1.3% | -3.4% | -2.5% |
| 30D | -1.6% | +6.0% | -7.6% | -3.1% |
| 3M | +2.3% | +9.2% | -6.9% | -0.1% |
| 6M | +14.9% | +14.7% | +0.2% | +10.6% |
| YTD | +7.5% | +19.2% | -11.7% | +2.4% |
| 1Y | +55.7% | +15.2% | +40.5% | +49.1% |
| 3Y | +110.6% | +6.0% | +104.6% | +103.2% |
| 5Y | +363.4% | +5.4% | +358.0% | +345.1% |
| 10Y | +1,649.0% | +171.9% | +1,477.1% | +1,117.1% |
| All | +3,857.0% | +1,132.0% | +2,725.0% | +1,420.4% |
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