+113.7%
KLAC vs ABT
-16.1%
+129.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.7% | +7.1% |
| 7D | +5.7% | -3.7% | +9.4% | +4.0% |
| 30D | -3.6% | +2.5% | -6.1% | -2.5% |
| 3M | -12.8% | +20.2% | -33.0% | -6.1% |
| 6M | +26.1% | -2.9% | +29.0% | +36.2% |
| YTD | +53.3% | -11.9% | +65.2% | +64.5% |
| 1Y | +113.7% | -16.5% | +130.2% | +124.6% |
| All | +113.7% | -16.1% | +129.8% | +124.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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