+14.5%
ABBV vs KRE
+18.8%
-4.3%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -2.0% | -1.6% |
| 7D | +0.4% | +1.3% | -0.9% | +0.1% |
| 30D | +4.2% | -2.7% | +6.8% | +4.9% |
| 3M | +14.8% | +8.2% | +6.6% | +11.6% |
| All | +14.5% | +18.8% | -4.3% | +4.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling