+1,129.0%
ABBV vs KR
+456.6%
+672.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.1% |
| 7D | -4.1% | -3.1% | -1.1% | -3.7% |
| 30D | +1.2% | +0.6% | +0.6% | +1.1% |
| 3M | +12.1% | -9.8% | +21.9% | +13.6% |
| 6M | +12.0% | -22.1% | +34.2% | +15.9% |
| YTD | +12.4% | -8.1% | +20.5% | +13.3% |
| 1Y | +22.9% | -14.7% | +37.6% | +25.2% |
| 3Y | +86.8% | +28.6% | +58.2% | +77.5% |
| 5Y | +181.0% | +36.4% | +144.7% | +161.8% |
| 10Y | +497.0% | +120.8% | +376.2% | +398.9% |
| All | +1,129.0% | +456.6% | +672.4% | +583.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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