+234.1%
ABT vs KDP
+247.6%
-13.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.5% |
| 7D | -1.3% | -0.8% | -0.5% | -1.2% |
| 30D | +6.0% | +9.7% | -3.7% | +3.5% |
| 3M | -1.9% | +17.6% | -19.5% | -6.0% |
| 6M | +31.2% | +25.8% | +5.4% | +23.4% |
| YTD | -11.2% | +33.9% | -45.1% | -18.0% |
| 1Y | -14.0% | +38.9% | -52.8% | -21.3% |
| 3Y | +20.7% | +26.8% | -6.1% | +11.6% |
| 5Y | -6.7% | +16.3% | -23.0% | -11.8% |
| All | +234.1% | +247.6% | -13.5% | +189.0% |
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