+207.4%
ALAB vs KDP
+35.3%
+172.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +6.0% |
| 7D | -26.3% | +2.2% | -28.5% | -25.3% |
| 30D | -50.1% | +19.9% | -70.0% | -46.3% |
| 3M | -42.5% | +21.5% | -64.0% | -37.8% |
| 6M | -10.8% | +30.1% | -41.0% | -1.4% |
| YTD | +14.6% | +34.9% | -20.3% | +28.5% |
| 1Y | +17.1% | +43.4% | -26.3% | +33.7% |
| All | +207.4% | +35.3% | +172.1% | +185.7% |
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