+452.1%
KLAC vs ABT
-10.2%
+462.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.2% |
| 7D | +6.2% | -4.7% | +10.9% | +7.1% |
| 30D | -5.0% | -3.1% | -1.9% | -4.5% |
| 3M | -14.4% | +16.1% | -30.5% | -18.1% |
| 6M | +28.3% | -5.3% | +33.6% | +31.5% |
| YTD | +51.1% | -14.4% | +65.5% | +60.3% |
| 1Y | +100.4% | -18.4% | +118.8% | +115.5% |
| 3Y | +276.3% | +11.2% | +265.1% | +233.4% |
| 5Y | +452.1% | -9.4% | +461.4% | +470.8% |
| All | +452.1% | -10.2% | +462.3% | +470.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling