+25.9%
LMT vs KDP
+41.3%
-15.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +5.9% | -12.8% | -6.7% |
| 7D | -5.5% | +5.3% | -10.8% | -5.3% |
| 30D | +17.5% | +19.1% | -1.6% | +18.1% |
| 3M | +1.6% | +19.2% | -17.6% | +2.4% |
| 6M | +16.3% | +29.3% | -13.0% | +18.3% |
| YTD | +25.3% | +35.5% | -10.3% | +29.1% |
| 1Y | +25.9% | +43.5% | -17.6% | +27.7% |
| All | +25.9% | +41.3% | -15.5% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling