-7.5%
ABT vs KDP
+6.4%
-13.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -3.7% | +1.3% | -5.0% | -4.0% |
| 30D | +2.5% | +6.0% | -3.5% | +0.7% |
| 3M | +20.2% | +9.2% | +11.0% | +17.1% |
| 6M | -2.9% | +14.7% | -17.6% | -6.9% |
| YTD | -11.9% | +19.2% | -31.1% | -16.5% |
| 1Y | -16.5% | +15.2% | -31.7% | -20.3% |
| 3Y | +12.1% | +6.0% | +6.1% | +8.3% |
| All | -7.5% | +6.4% | -13.9% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling