+504.9%
ABBV vs KRE
+124.8%
+380.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +0.3% | -1.8% | +2.1% | +0.7% |
| 30D | +3.4% | -4.5% | +7.9% | +4.4% |
| 3M | +15.2% | +2.7% | +12.5% | +14.5% |
| 6M | +14.7% | +16.9% | -2.2% | +10.7% |
| YTD | +15.2% | +15.4% | -0.2% | +11.2% |
| 1Y | +20.4% | +16.1% | +4.3% | +15.8% |
| 3Y | +91.3% | +85.7% | +5.6% | +61.9% |
| 5Y | +189.6% | +33.3% | +156.3% | +160.3% |
| All | +504.9% | +124.8% | +380.1% | +303.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 KRE 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