+14.0%
KO vs ABBV
+10.8%
+3.2%
-6.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | -0.8% | -4.1% | +3.3% | +0.4% |
| 30D | +0.8% | +1.2% | -0.4% | +0.4% |
| 3M | +8.3% | +12.1% | -3.8% | +6.6% |
| 6M | +14.0% | +12.0% | +2.0% | +11.6% |
| All | +14.0% | +10.8% | +3.2% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV 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 6mo: compounded portfolio wealth divided by compounded ABBV 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…
6mo analysis · Full analysis span regression · 6 months rolling