-11.3%
ABT vs KEYS
+87.1%
-98.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.4% | -1.8% |
| 7D | -5.9% | +3.5% | -9.4% | -6.3% |
| 30D | -8.1% | -4.5% | -3.6% | -7.7% |
| 3M | +14.5% | -0.4% | +14.9% | +13.9% |
| 6M | -6.3% | +19.1% | -25.4% | -10.1% |
| YTD | -17.1% | +66.7% | -83.8% | -26.0% |
| 1Y | -21.4% | +96.5% | -117.8% | -32.4% |
| 3Y | +5.9% | +155.2% | -149.2% | -17.9% |
| All | -11.3% | +87.1% | -98.4% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling