+268.3%
ABT vs KWEB
+22.0%
+246.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.1% |
| 7D | -4.7% | -3.6% | -1.2% | -4.2% |
| 30D | -3.1% | -14.9% | +11.8% | -0.7% |
| 3M | +16.1% | -5.4% | +21.6% | +17.0% |
| 6M | -5.3% | -18.9% | +13.5% | -2.5% |
| YTD | -14.4% | -27.2% | +12.8% | -10.5% |
| 1Y | -18.4% | -34.2% | +15.8% | -13.4% |
| 3Y | +11.2% | +0.6% | +10.6% | +7.2% |
| 5Y | -9.4% | -43.5% | +34.1% | -5.5% |
| 10Y | +209.7% | -20.6% | +230.3% | +170.5% |
| All | +268.3% | +22.0% | +246.3% | +179.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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