+503.2%
ADBE vs KDP
+1,331.3%
-828.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.0% | -1.0% |
| 7D | -3.8% | +8.2% | -12.0% | -7.0% |
| 30D | -2.3% | +18.4% | -20.7% | -8.9% |
| 3M | -13.3% | +29.2% | -42.5% | -22.2% |
| 6M | -6.5% | +32.3% | -38.7% | -17.1% |
| YTD | -32.4% | +38.5% | -70.8% | -41.8% |
| 1Y | -28.0% | +48.5% | -76.5% | -39.9% |
| 3Y | -60.4% | +32.5% | -92.8% | -66.1% |
| 5Y | -63.4% | +19.7% | -83.1% | -67.5% |
| 10Y | +127.4% | +256.4% | -129.0% | +16.8% |
| All | +503.2% | +1,331.3% | -828.1% | +41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling