+485.4%
ABBV vs KEY
+167.0%
+318.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.7% |
| 7D | -4.3% | +2.7% | -7.0% | -4.8% |
| 30D | +1.1% | -3.2% | +4.3% | +1.6% |
| 3M | +12.3% | +1.0% | +11.4% | +12.0% |
| 6M | +9.8% | +11.9% | -2.1% | +7.5% |
| YTD | +11.5% | +8.7% | +2.7% | +9.4% |
| 1Y | +22.3% | +18.5% | +3.8% | +18.0% |
| 3Y | +85.2% | +124.0% | -38.8% | +55.7% |
| 5Y | +170.8% | +40.8% | +130.0% | +140.7% |
| 10Y | +485.4% | +167.0% | +318.4% | +286.2% |
| All | +485.4% | +167.0% | +318.4% | +286.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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