+25.8%
ABT vs KDP
+29.0%
-3.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | +11.6% | +16.3% | -4.7% | +8.1% |
| 3M | +3.1% | +24.0% | -20.8% | -1.4% |
| 6M | +32.8% | +30.0% | +2.8% | +26.0% |
| YTD | -9.6% | +36.1% | -45.7% | -15.1% |
| 1Y | -10.4% | +46.8% | -57.2% | -16.8% |
| 3Y | +25.8% | +30.5% | -4.6% | +20.6% |
| All | +25.8% | +29.0% | -3.1% | +20.6% |
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