+134.8%
ABBV vs KDP
+29.0%
+105.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +3.2% |
| 3M | +19.9% | +24.0% | -4.0% | +14.1% |
| 6M | +47.5% | +30.0% | +17.5% | +39.0% |
| YTD | +32.2% | +36.1% | -3.9% | +23.0% |
| 1Y | +37.8% | +46.8% | -9.0% | +25.9% |
| 3Y | +134.8% | +30.5% | +104.3% | +126.5% |
| All | +134.8% | +29.0% | +105.8% | +126.5% |
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