+209.7%
ABT vs KDP
+173.4%
+36.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | +0.1% |
| 7D | -4.7% | -1.6% | -3.2% | -4.4% |
| 30D | -3.1% | +9.5% | -12.6% | -5.4% |
| 3M | +16.1% | +2.6% | +13.5% | +15.2% |
| 6M | -5.3% | +15.6% | -21.0% | -9.0% |
| YTD | -14.4% | +17.3% | -31.8% | -18.1% |
| 1Y | -18.4% | +20.1% | -38.5% | -22.6% |
| 3Y | +11.2% | +4.9% | +6.3% | +8.1% |
| 5Y | -9.4% | +5.0% | -14.4% | -11.9% |
| 10Y | +209.7% | +179.8% | +30.0% | +177.3% |
| All | +209.7% | +173.4% | +36.3% | +177.3% |
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 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