+14.5%
ABT vs KEY
+132.7%
-118.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -3.7% | +2.2% | -5.9% | -3.8% |
| 30D | +2.5% | -3.0% | +5.5% | +2.7% |
| 3M | +20.2% | +3.3% | +16.8% | +19.9% |
| 6M | -2.9% | +9.2% | -12.1% | -3.5% |
| YTD | -11.9% | +10.6% | -22.6% | -12.5% |
| 1Y | -16.5% | +20.4% | -36.9% | -17.5% |
| All | +14.5% | +132.7% | -118.2% | +7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling