+248.5%
ALAB vs KDP
+38.9%
+209.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | +0.4% |
| 7D | -7.5% | +8.2% | -15.7% | -4.3% |
| 30D | -36.8% | +18.4% | -55.2% | -32.3% |
| 3M | -31.9% | +29.2% | -61.1% | -24.7% |
| 6M | +8.2% | +32.3% | -24.1% | +20.6% |
| YTD | +29.9% | +38.5% | -8.5% | +47.2% |
| 1Y | +24.4% | +48.5% | -24.1% | +43.9% |
| All | +248.5% | +38.9% | +209.7% | +227.1% |
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