+1,156.2%
ABBV vs KDP
+531.2%
+625.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.2% |
| 7D | +0.4% | +1.3% | -0.9% | +0.1% |
| 30D | +4.2% | +6.0% | -1.8% | +2.6% |
| 3M | +14.8% | +9.2% | +5.6% | +12.2% |
| 6M | +10.3% | +14.7% | -4.4% | +6.2% |
| YTD | +14.9% | +19.2% | -4.3% | +9.4% |
| 1Y | +24.1% | +15.2% | +9.0% | +19.0% |
| 3Y | +91.9% | +6.0% | +86.0% | +86.3% |
| 5Y | +176.0% | +5.4% | +170.6% | +167.6% |
| 10Y | +502.9% | +171.9% | +331.1% | +377.5% |
| All | +1,156.2% | +531.2% | +625.0% | +581.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling