+279.1%
KLAC vs ABBV
+87.0%
+192.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.2% |
| 7D | +6.2% | -4.1% | +10.3% | +6.3% |
| 30D | -5.0% | +1.2% | -6.2% | -5.1% |
| 3M | -14.4% | +12.1% | -26.5% | -15.7% |
| 6M | +28.3% | +12.0% | +16.3% | +26.4% |
| YTD | +51.1% | +12.4% | +38.7% | +48.6% |
| 1Y | +100.4% | +22.9% | +77.4% | +92.9% |
| All | +279.1% | +87.0% | +192.1% | +249.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling