+24.1%
KDP vs ABCL
-81.3%
+105.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.9% |
| 7D | +1.3% | +0.7% | +0.6% | +1.3% |
| 30D | +6.0% | +93.1% | -87.1% | +5.6% |
| 3M | +9.2% | +79.4% | -70.2% | +8.8% |
| 6M | +14.7% | +214.9% | -200.2% | +13.7% |
| YTD | +19.2% | +234.2% | -215.0% | +18.0% |
| 1Y | +15.2% | +174.8% | -159.6% | +14.1% |
| 3Y | +6.0% | +104.5% | -98.5% | +4.6% |
| 5Y | +5.4% | -39.0% | +44.4% | +3.5% |
| All | +24.1% | -81.3% | +105.4% | +21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling