+156.4%
ADBE vs KDP
+173.4%
-17.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.5% |
| 7D | -8.9% | -1.6% | -7.3% | -8.4% |
| 30D | -6.6% | +9.5% | -16.1% | -9.3% |
| 3M | +7.1% | +2.6% | +4.5% | +6.2% |
| 6M | -9.8% | +15.6% | -25.4% | -14.3% |
| YTD | -27.2% | +17.3% | -44.5% | -31.4% |
| 1Y | -28.0% | +20.1% | -48.1% | -32.9% |
| 3Y | -54.5% | +4.9% | -59.4% | -56.3% |
| 5Y | -61.5% | +5.0% | -66.5% | -63.1% |
| 10Y | +156.4% | +179.8% | -23.3% | +104.3% |
| All | +156.4% | +173.4% | -17.0% | +104.3% |
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