+228.6%
ABT vs KDP
+264.7%
-36.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.8% | -1.5% |
| 7D | -5.4% | +4.0% | -9.4% | -6.3% |
| 30D | +8.0% | +16.8% | -8.8% | +3.8% |
| 3M | +0.2% | +32.0% | -31.8% | -6.7% |
| 6M | +34.1% | +35.2% | -1.0% | +24.0% |
| YTD | -10.6% | +40.9% | -51.5% | -18.4% |
| 1Y | -11.8% | +47.7% | -59.5% | -20.5% |
| 3Y | +23.9% | +34.8% | -10.9% | +12.8% |
| 5Y | -5.1% | +22.6% | -27.8% | -11.5% |
| 10Y | +228.6% | +266.4% | -37.8% | +179.3% |
| All | +228.6% | +264.7% | -36.1% | +179.3% |
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