+6,642.4%
ABT vs KEY
+1,050.5%
+5,591.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -3.7% | +2.2% | -5.9% | -4.0% |
| 30D | +2.5% | -3.0% | +5.5% | +2.9% |
| 3M | +20.2% | +3.3% | +16.8% | +19.5% |
| 6M | -2.9% | +9.2% | -12.1% | -4.4% |
| YTD | -11.9% | +10.6% | -22.6% | -13.6% |
| 1Y | -16.5% | +20.4% | -36.9% | -19.3% |
| 3Y | +12.1% | +121.8% | -109.7% | -4.0% |
| 5Y | -7.4% | +41.1% | -48.5% | -16.8% |
| 10Y | +210.7% | +168.5% | +42.2% | +136.7% |
| All | +6,642.4% | +1,050.5% | +5,591.9% | +2,906.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling