+2,247.0%
KLAC vs ABT
+226.5%
+2,020.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.7% |
| 7D | +10.0% | -1.3% | +11.3% | +10.6% |
| 30D | -14.8% | +6.0% | -20.9% | -17.8% |
| 3M | -27.2% | -1.9% | -25.3% | -27.2% |
| 6M | -17.5% | +31.2% | -48.6% | -31.4% |
| YTD | +25.8% | -11.2% | +37.1% | +30.7% |
| 1Y | +31.8% | -14.0% | +45.8% | +39.1% |
| 3Y | +195.3% | +20.7% | +174.6% | +133.4% |
| 5Y | +285.9% | -6.7% | +292.6% | +266.4% |
| All | +2,247.0% | +226.5% | +2,020.4% | +917.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling