+44.0%
LMT vs KDP
+29.0%
+15.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.7% |
| 7D | -8.5% | +0.3% | -8.9% | -8.5% |
| 30D | +15.4% | +16.3% | -0.9% | +14.2% |
| 3M | +0.7% | +24.0% | -23.3% | -0.8% |
| 6M | +17.6% | +30.0% | -12.4% | +15.4% |
| YTD | +23.8% | +36.1% | -12.3% | +21.0% |
| 1Y | +31.6% | +46.8% | -15.2% | +27.4% |
| 3Y | +44.0% | +30.5% | +13.5% | +41.5% |
| All | +44.0% | +29.0% | +15.0% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling