+204.4%
ABT vs KEY
+167.0%
+37.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.3% |
| 7D | -3.1% | +2.7% | -5.9% | -3.5% |
| 30D | -2.1% | -3.2% | +1.1% | -1.6% |
| 3M | +17.4% | +1.0% | +16.5% | +17.2% |
| 6M | -2.4% | +11.9% | -14.3% | -4.2% |
| YTD | -14.2% | +8.7% | -22.9% | -15.5% |
| 1Y | -18.3% | +18.5% | -36.8% | -20.8% |
| 3Y | +11.5% | +124.0% | -112.4% | -5.3% |
| 5Y | -9.9% | +40.8% | -50.7% | -18.6% |
| 10Y | +204.4% | +167.0% | +37.4% | +124.2% |
| All | +204.4% | +167.0% | +37.4% | +124.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling