+199.8%
ABBV vs KEY
+11.7%
+188.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.5% |
| 3M | +20.2% | -7.1% | +27.3% | +20.9% |
| 6M | +44.0% | -4.4% | +48.3% | +44.4% |
| YTD | +31.3% | +4.0% | +27.3% | +30.5% |
| 1Y | +37.0% | +23.4% | +13.6% | +34.0% |
| 3Y | +128.0% | +113.9% | +14.0% | +111.5% |
| All | +199.8% | +11.7% | +188.1% | +197.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling