+197.1%
ABT vs KEYS
+1,049.9%
-852.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.4% | -2.3% |
| 7D | -5.9% | +3.5% | -9.4% | -6.7% |
| 30D | -8.1% | -4.5% | -3.6% | -7.3% |
| 3M | +14.5% | -0.4% | +14.9% | +13.3% |
| 6M | -6.3% | +19.1% | -25.4% | -12.4% |
| YTD | -17.1% | +66.7% | -83.8% | -30.4% |
| 1Y | -21.4% | +96.5% | -117.8% | -37.5% |
| 3Y | +5.9% | +155.2% | -149.2% | -25.7% |
| 5Y | -12.8% | +88.0% | -100.7% | -33.4% |
| All | +197.1% | +1,049.9% | -852.8% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 10y: compounded portfolio wealth divided by compounded KEYS 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…
10y analysis · Full analysis span regression · 6 months rolling