+132.9%
ADBE vs KDP
+238.8%
-105.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.4% | +7.8% | +2.7% |
| 7D | -3.2% | -4.0% | +0.8% | -2.1% |
| 30D | +1.0% | +8.5% | -7.5% | -1.8% |
| 3M | -7.8% | +20.7% | -28.5% | -13.5% |
| 6M | -1.0% | +23.2% | -24.1% | -7.7% |
| YTD | -31.8% | +30.5% | -62.3% | -38.1% |
| 1Y | -29.2% | +35.9% | -65.1% | -36.6% |
| 3Y | -60.1% | +24.8% | -84.9% | -63.9% |
| 5Y | -63.7% | +13.4% | -77.1% | -66.1% |
| All | +132.9% | +238.8% | -105.9% | +77.3% |
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