-11.8%
ABT vs KDP
+50.8%
-62.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.8% | -1.6% |
| 7D | -5.4% | +4.0% | -9.4% | -6.6% |
| 30D | +8.0% | +16.8% | -8.8% | +2.7% |
| 3M | +0.2% | +32.0% | -31.8% | -8.0% |
| 6M | +34.1% | +35.2% | -1.0% | +22.9% |
| YTD | -10.6% | +40.9% | -51.5% | -19.7% |
| 1Y | -11.8% | +47.7% | -59.5% | -23.7% |
| All | -11.8% | +50.8% | -62.6% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling