+392.1%
LRCX vs KDP
+6.5%
+385.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.1% |
| 7D | +10.4% | +2.1% | +8.3% | +10.5% |
| 30D | +2.9% | +8.5% | -5.6% | +3.3% |
| 3M | -1.2% | +6.6% | -7.8% | -1.0% |
| 6M | +60.9% | +17.1% | +43.8% | +61.0% |
| YTD | +87.5% | +19.0% | +68.5% | +88.0% |
| 1Y | +206.6% | +21.8% | +184.9% | +206.9% |
| 3Y | +392.1% | +6.4% | +385.6% | +404.8% |
| All | +392.1% | +6.5% | +385.6% | +404.8% |
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 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