+234.1%
ABT vs KEY
+96.4%
+137.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | -1.3% | +2.9% | -4.2% | -1.7% |
| 30D | +6.0% | +8.4% | -2.4% | +4.7% |
| 3M | -1.9% | -5.8% | +3.9% | -1.0% |
| 6M | +31.2% | +5.4% | +25.7% | +29.9% |
| YTD | -11.2% | +7.1% | -18.3% | -12.4% |
| 1Y | -14.0% | +26.8% | -40.8% | -17.5% |
| 3Y | +20.7% | +128.7% | -108.0% | +2.3% |
| 5Y | -6.7% | +13.6% | -20.3% | -12.2% |
| All | +234.1% | +96.4% | +137.7% | +171.5% |
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