+98.8%
LMT vs KDP
+17.8%
+81.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.6% |
| 7D | -8.5% | +0.3% | -8.9% | -8.6% |
| 30D | +15.4% | +16.3% | -0.9% | +13.0% |
| 3M | +0.7% | +24.0% | -23.3% | -2.3% |
| 6M | +17.6% | +30.0% | -12.4% | +13.1% |
| YTD | +23.8% | +36.1% | -12.3% | +18.0% |
| 1Y | +31.6% | +46.8% | -15.2% | +23.6% |
| 3Y | +44.0% | +30.5% | +13.5% | +36.4% |
| 5Y | +98.8% | +17.9% | +80.9% | +91.3% |
| All | +98.8% | +17.8% | +81.1% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling