+43.5%
KDP vs ABCL
+138.2%
-94.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.8% | +5.1% | +5.9% |
| 7D | +5.3% | -10.0% | +15.3% | +5.3% |
| 30D | +19.1% | -10.9% | +30.0% | +19.1% |
| 3M | +19.2% | +101.6% | -82.5% | +18.9% |
| 6M | +29.3% | +167.5% | -138.3% | +27.7% |
| YTD | +35.5% | +259.1% | -223.5% | +30.4% |
| 1Y | +43.5% | +152.2% | -108.7% | +41.8% |
| All | +43.5% | +138.2% | -94.7% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling