+91.3%
ABBV vs KEEL
+197.5%
-106.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -2.9% | +0.9% |
| 7D | +0.3% | +2.9% | -2.6% | +0.3% |
| 30D | +3.4% | +0.8% | +2.5% | +3.4% |
| 3M | +15.2% | -35.3% | +50.5% | +15.1% |
| 6M | +14.7% | +59.4% | -44.7% | +14.7% |
| YTD | +15.2% | +51.9% | -36.7% | +15.1% |
| 1Y | +20.4% | +75.0% | -54.6% | +19.8% |
| 3Y | +91.3% | +224.5% | -133.2% | +90.0% |
| All | +91.3% | +197.5% | -106.2% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 3y: compounded portfolio wealth divided by compounded KEEL 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…
3y analysis · Full analysis span regression · 6 months rolling