+44.2%
KDP vs ABCL
-79.6%
+123.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | +8.2% | +2.3% | +5.9% | +8.2% |
| 30D | +18.4% | -0.7% | +19.0% | +18.4% |
| 3M | +29.2% | +33.4% | -4.2% | +29.0% |
| 6M | +32.3% | +137.8% | -105.5% | +31.5% |
| YTD | +38.5% | +264.3% | -225.8% | +37.1% |
| 1Y | +48.5% | +209.2% | -160.7% | +47.1% |
| 3Y | +32.5% | +208.4% | -176.0% | +30.7% |
| 5Y | +19.7% | -11.9% | +31.6% | +17.9% |
| All | +44.2% | -79.6% | +123.8% | +40.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling