+30.2%
KLAC vs ABBV
+13.2%
+16.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.4% | +8.8% | +6.6% |
| 7D | +5.7% | +0.4% | +5.3% | +6.0% |
| 30D | -3.6% | +4.2% | -7.8% | -1.5% |
| 3M | -12.8% | +14.8% | -27.6% | -8.8% |
| All | +30.2% | +13.2% | +16.9% | +37.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling