+603.7%
ABBV vs KDP
+235.7%
+368.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.5% |
| 7D | +1.5% | +0.3% | +1.2% | +1.4% |
| 30D | +6.7% | +16.3% | -9.6% | +2.9% |
| 3M | +19.9% | +24.0% | -4.0% | +13.6% |
| 6M | +47.5% | +30.0% | +17.5% | +38.0% |
| YTD | +32.2% | +36.1% | -3.9% | +22.0% |
| 1Y | +37.8% | +46.8% | -9.0% | +24.8% |
| 3Y | +134.8% | +30.5% | +104.3% | +117.0% |
| 5Y | +203.0% | +17.9% | +185.1% | +186.2% |
| 10Y | +603.7% | +239.3% | +364.4% | +513.7% |
| All | +603.7% | +235.7% | +368.0% | +513.7% |
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