+603.7%
ABBV vs KEY
+121.9%
+481.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | +0.2% |
| 7D | +1.5% | -0.4% | +1.9% | +1.6% |
| 30D | +6.7% | +7.2% | -0.5% | +5.5% |
| 3M | +19.9% | -4.9% | +24.8% | +20.8% |
| 6M | +47.5% | +1.1% | +46.4% | +46.9% |
| YTD | +32.2% | +6.8% | +25.4% | +30.1% |
| 1Y | +37.8% | +23.3% | +14.5% | +32.3% |
| 3Y | +134.8% | +126.1% | +8.7% | +98.2% |
| 5Y | +203.0% | +15.2% | +187.8% | +183.0% |
| 10Y | +603.7% | +113.6% | +490.1% | +466.7% |
| All | +603.7% | +121.9% | +481.8% | +466.7% |
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