+11.5%
ABT vs KDP
+6.5%
+5.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -3.1% | +2.1% | -5.2% | -3.5% |
| 30D | -2.1% | +8.5% | -10.6% | -3.8% |
| 3M | +17.4% | +6.6% | +10.8% | +15.8% |
| 6M | -2.4% | +17.1% | -19.5% | -5.5% |
| YTD | -14.2% | +19.0% | -33.3% | -17.2% |
| 1Y | -18.3% | +21.8% | -40.1% | -21.6% |
| 3Y | +11.5% | +6.4% | +5.1% | +7.2% |
| All | +11.5% | +6.5% | +5.0% | +7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling