+133,280.4%
KLAC vs ABT
+6,714.7%
+126,565.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.6% |
| 7D | +21.2% | -5.6% | +26.8% | +23.5% |
| 30D | -14.5% | +5.2% | -19.7% | -16.4% |
| 3M | -24.4% | -2.7% | -21.7% | -24.2% |
| 6M | -12.9% | +28.8% | -41.8% | -22.5% |
| YTD | +29.9% | -12.3% | +42.2% | +32.7% |
| 1Y | +31.9% | -14.7% | +46.6% | +35.8% |
| 3Y | +201.5% | +21.6% | +180.0% | +164.5% |
| 5Y | +298.6% | -7.8% | +306.3% | +289.1% |
| 10Y | +2,324.4% | +222.5% | +2,101.9% | +1,459.6% |
| All | +133,280.4% | +6,714.7% | +126,565.7% | +22,976.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling