+47.7%
KDP vs ABCL
+201.0%
-153.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.1% | +5.8% | +1.6% |
| 7D | +4.0% | -2.7% | +6.7% | +3.9% |
| 30D | +16.8% | -5.4% | +22.2% | +16.9% |
| 3M | +32.0% | +22.4% | +9.6% | +32.2% |
| 6M | +35.2% | +127.6% | -92.5% | +34.9% |
| YTD | +40.9% | +249.4% | -208.5% | +36.6% |
| 1Y | +47.7% | +198.0% | -150.3% | +44.0% |
| All | +47.7% | +201.0% | -153.4% | +44.0% |
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 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