+6,123.1%
KLAC vs ABBV
+1,125.5%
+4,997.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.8% | +2.7% |
| 7D | +10.6% | -4.3% | +14.9% | +12.0% |
| 30D | -4.5% | +1.1% | -5.6% | -5.0% |
| 3M | -10.3% | +12.3% | -22.6% | -14.3% |
| 6M | +40.9% | +9.8% | +31.1% | +34.9% |
| YTD | +56.1% | +11.5% | +44.7% | +48.2% |
| 1Y | +109.0% | +22.3% | +86.8% | +91.5% |
| 3Y | +288.8% | +85.2% | +203.7% | +202.0% |
| 5Y | +489.1% | +170.8% | +318.3% | +287.8% |
| 10Y | +3,041.8% | +485.4% | +2,556.3% | +1,482.6% |
| All | +6,123.1% | +1,125.5% | +4,997.6% | +2,399.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling