+768.6%
LMT vs KDP
+1,132.0%
-363.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.2% |
| 7D | -6.3% | +1.3% | -7.5% | -6.6% |
| 30D | -8.5% | +6.0% | -14.5% | -10.0% |
| 3M | +1.8% | +9.2% | -7.4% | -0.9% |
| 6M | -19.9% | +14.7% | -34.6% | -23.4% |
| YTD | +10.6% | +19.2% | -8.6% | +4.5% |
| 1Y | +17.9% | +15.2% | +2.8% | +12.2% |
| 3Y | +27.0% | +6.0% | +21.0% | +22.0% |
| 5Y | +68.7% | +5.4% | +63.2% | +61.1% |
| 10Y | +181.1% | +171.9% | +9.2% | +95.6% |
| All | +768.6% | +1,132.0% | -363.4% | +248.8% |
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