+497.0%
ABBV vs KDP
+173.4%
+323.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.2% |
| 7D | -4.1% | -1.6% | -2.6% | -3.8% |
| 30D | +1.2% | +9.5% | -8.3% | -1.1% |
| 3M | +12.1% | +2.6% | +9.5% | +11.3% |
| 6M | +12.0% | +15.6% | -3.6% | +8.0% |
| YTD | +12.4% | +17.3% | -4.9% | +7.8% |
| 1Y | +22.9% | +20.1% | +2.8% | +16.9% |
| 3Y | +86.8% | +4.9% | +81.8% | +82.1% |
| 5Y | +181.0% | +5.0% | +176.0% | +173.6% |
| 10Y | +497.0% | +179.8% | +317.2% | +454.4% |
| All | +497.0% | +173.4% | +323.6% | +454.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling