+1,156.2%
ABBV vs KEY
+323.4%
+832.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +0.4% | +2.2% | -1.8% | -0.1% |
| 30D | +4.2% | -3.0% | +7.2% | +4.7% |
| 3M | +14.8% | +3.3% | +11.5% | +14.0% |
| 6M | +10.3% | +9.2% | +1.1% | +8.2% |
| YTD | +14.9% | +10.6% | +4.2% | +12.1% |
| 1Y | +24.1% | +20.4% | +3.7% | +18.8% |
| 3Y | +91.9% | +121.8% | -29.9% | +58.0% |
| 5Y | +176.0% | +41.1% | +134.9% | +140.9% |
| 10Y | +502.9% | +168.5% | +334.4% | +290.7% |
| All | +1,156.2% | +323.4% | +832.8% | +567.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling