+6,449.5%
ABT vs KR
+4,322.8%
+2,126.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | 0.0% |
| 7D | -4.7% | -3.1% | -1.7% | -4.2% |
| 30D | -3.1% | +0.6% | -3.7% | -3.2% |
| 3M | +16.1% | -9.8% | +25.9% | +18.3% |
| 6M | -5.3% | -22.1% | +16.8% | -1.1% |
| YTD | -14.4% | -8.1% | -6.3% | -13.5% |
| 1Y | -18.4% | -14.7% | -3.8% | -16.5% |
| 3Y | +11.2% | +28.6% | -17.4% | +4.7% |
| 5Y | -9.4% | +36.4% | -45.7% | -16.9% |
| 10Y | +209.7% | +120.8% | +89.0% | +148.6% |
| All | +6,449.5% | +4,322.8% | +2,126.7% | +2,664.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling