+128.0%
ABBV vs KEY
+106.2%
+21.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | -1.2% | -1.3% | +0.1% | -1.1% |
| 30D | +8.0% | +5.1% | +2.9% | +7.4% |
| 3M | +20.2% | -7.1% | +27.3% | +21.0% |
| 6M | +44.0% | -4.4% | +48.3% | +44.4% |
| YTD | +31.3% | +4.0% | +27.3% | +30.2% |
| 1Y | +37.0% | +23.4% | +13.6% | +32.9% |
| 3Y | +128.0% | +113.9% | +14.0% | +111.9% |
| All | +128.0% | +106.2% | +21.7% | +111.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling