+279.1%
KLAC vs ABT
+11.1%
+267.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.3% |
| 7D | +6.2% | -4.7% | +10.9% | +5.2% |
| 30D | -5.0% | -3.1% | -1.9% | -5.5% |
| 3M | -14.4% | +16.1% | -30.5% | -12.1% |
| 6M | +28.3% | -5.3% | +33.6% | +32.2% |
| YTD | +51.1% | -14.4% | +65.5% | +55.5% |
| 1Y | +100.4% | -18.4% | +118.8% | +106.0% |
| All | +279.1% | +11.1% | +267.9% | +318.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling