+6,820.4%
ABT vs KEY
+1,010.6%
+5,809.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.1% |
| 7D | +0.3% | -0.4% | +0.7% | +0.4% |
| 30D | +11.6% | +7.2% | +4.4% | +10.4% |
| 3M | +3.1% | -4.9% | +8.0% | +3.9% |
| 6M | +32.8% | +1.1% | +31.7% | +32.4% |
| YTD | -9.6% | +6.8% | -16.4% | -10.8% |
| 1Y | -10.4% | +23.3% | -33.7% | -13.6% |
| 3Y | +25.8% | +126.1% | -100.3% | +7.6% |
| 5Y | -3.4% | +15.2% | -18.6% | -10.3% |
| 10Y | +232.9% | +113.6% | +119.3% | +163.3% |
| All | +6,820.4% | +1,010.6% | +5,809.9% | +3,002.1% |
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