+504.9%
ABBV vs KWEB
-19.7%
+524.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.8% |
| 7D | +0.3% | -5.6% | +5.8% | +0.8% |
| 30D | +3.4% | -10.7% | +14.0% | +4.4% |
| 3M | +15.2% | -7.4% | +22.6% | +15.9% |
| 6M | +14.7% | -19.3% | +34.0% | +16.7% |
| YTD | +15.2% | -27.8% | +42.9% | +18.3% |
| 1Y | +20.4% | -35.9% | +56.3% | +24.8% |
| 3Y | +91.3% | -1.9% | +93.3% | +88.5% |
| 5Y | +189.6% | -43.2% | +232.8% | +204.7% |
| All | +504.9% | -19.7% | +524.6% | +460.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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