+6,784.1%
ABT vs KEY
+981.5%
+5,802.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.1% |
| 7D | +3.5% | -1.3% | +4.8% | +3.7% |
| 30D | +12.0% | +5.1% | +6.9% | +11.1% |
| 3M | +2.5% | -7.1% | +9.6% | +3.6% |
| 6M | +29.1% | -4.4% | +33.5% | +29.8% |
| YTD | -10.1% | +4.0% | -14.1% | -10.9% |
| 1Y | -9.8% | +23.4% | -33.2% | -13.1% |
| 3Y | +23.3% | +113.9% | -90.7% | +6.4% |
| 5Y | -2.4% | +12.3% | -14.7% | -8.9% |
| 10Y | +239.4% | +125.5% | +113.9% | +166.1% |
| All | +6,784.1% | +981.5% | +5,802.6% | +2,999.1% |
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