+187.4%
ABBV vs KWEB
-42.7%
+230.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.8% |
| 7D | +0.3% | -5.6% | +5.8% | +0.3% |
| 30D | +3.4% | -10.7% | +14.0% | +3.5% |
| 3M | +15.2% | -7.4% | +22.6% | +15.3% |
| 6M | +14.7% | -19.3% | +34.0% | +15.0% |
| YTD | +15.2% | -27.8% | +42.9% | +15.7% |
| 1Y | +20.4% | -35.9% | +56.3% | +21.1% |
| 3Y | +91.3% | -1.9% | +93.3% | +91.7% |
| All | +187.4% | -42.7% | +230.1% | +185.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling