+2,838.9%
KLAC vs ABT
+205.4%
+2,633.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.4% | -2.2% |
| 7D | +2.5% | -5.0% | +7.4% | +5.1% |
| 30D | -11.5% | -5.8% | -5.7% | -9.1% |
| 3M | -16.9% | +16.7% | -33.7% | -25.5% |
| 6M | +22.2% | -5.2% | +27.5% | +23.1% |
| YTD | +46.4% | -16.0% | +62.3% | +57.3% |
| 1Y | +91.0% | -18.3% | +109.3% | +107.2% |
| 3Y | +264.6% | +9.2% | +255.3% | +208.2% |
| 5Y | +430.6% | -11.6% | +442.1% | +419.8% |
| All | +2,838.9% | +205.4% | +2,633.5% | +1,241.7% |
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