-18.3%
ABT vs KEY
+19.7%
-38.1%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -1.7% |
| 3M | +17.4% | +1.0% | +16.5% | +17.3% |
| 6M | -2.4% | +11.9% | -14.3% | -3.7% |
| YTD | -14.2% | +8.7% | -22.9% | -15.4% |
| 1Y | -18.3% | +18.5% | -36.8% | -21.5% |
| All | -18.3% | +19.7% | -38.1% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling