+113.7%
KLAC vs ABBV
+24.6%
+89.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.4% | +8.8% | +7.0% |
| 7D | +5.7% | +0.4% | +5.3% | +5.8% |
| 30D | -3.6% | +4.2% | -7.8% | -2.6% |
| 3M | -12.8% | +14.8% | -27.6% | -11.3% |
| 6M | +26.1% | +10.3% | +15.8% | +29.4% |
| YTD | +53.3% | +14.9% | +38.4% | +57.9% |
| 1Y | +113.7% | +24.1% | +89.5% | +115.8% |
| All | +113.7% | +24.6% | +89.1% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV 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 1y: compounded portfolio wealth divided by compounded ABBV 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…
1y analysis · Full analysis span regression · 6 months rolling