+85.2%
ABBV vs KDP
+6.5%
+78.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +10.8% |
| 6M | +9.8% | +17.1% | -7.3% | +6.2% |
| YTD | +11.5% | +19.0% | -7.6% | +7.2% |
| 1Y | +22.3% | +21.8% | +0.5% | +16.8% |
| 3Y | +85.2% | +6.4% | +78.7% | +83.9% |
| All | +85.2% | +6.5% | +78.7% | +83.9% |
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