-11.3%
ABT vs KR
+52.3%
-63.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -1.8% |
| 7D | -5.9% | -0.2% | -5.7% | -5.9% |
| 30D | -8.1% | +5.1% | -13.1% | -8.8% |
| 3M | +14.5% | -8.2% | +22.7% | +15.8% |
| 6M | -6.3% | -18.0% | +11.7% | -3.9% |
| YTD | -17.1% | -4.8% | -12.3% | -17.0% |
| 1Y | -21.4% | -11.0% | -10.3% | -20.5% |
| 3Y | +5.9% | +37.7% | -31.7% | +0.6% |
| All | -11.3% | +52.3% | -63.6% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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