+39.4%
KDP vs ABCL
-81.2%
+120.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.6% |
| 7D | -0.8% | -3.3% | +2.5% | -0.8% |
| 30D | +9.7% | -7.1% | +16.8% | +9.7% |
| 3M | +17.6% | +4.7% | +12.9% | +17.5% |
| 6M | +25.8% | +140.9% | -115.1% | +25.0% |
| YTD | +33.9% | +236.0% | -202.1% | +32.5% |
| 1Y | +38.9% | +217.4% | -178.5% | +37.5% |
| 3Y | +26.8% | +188.7% | -161.9% | +25.1% |
| 5Y | +16.3% | -23.5% | +39.8% | +14.5% |
| All | +39.4% | -81.2% | +120.6% | +36.0% |
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