+22.3%
ABBV vs KDP
+17.7%
+4.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -4.3% | +2.1% | -6.4% | -4.7% |
| 30D | +1.1% | +8.5% | -7.4% | -0.7% |
| 3M | +12.3% | +6.6% | +5.7% | +11.1% |
| 6M | +9.8% | +17.1% | -7.3% | +7.0% |
| YTD | +11.5% | +19.0% | -7.6% | +8.0% |
| 1Y | +22.3% | +21.8% | +0.5% | +19.4% |
| All | +22.3% | +17.7% | +4.6% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling