+1,118.6%
ABBV vs KRE
+252.7%
+865.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.7% |
| 7D | -4.3% | +2.3% | -6.6% | -4.9% |
| 30D | +1.1% | -2.5% | +3.6% | +1.7% |
| 3M | +12.3% | +6.2% | +6.1% | +10.6% |
| 6M | +9.8% | +15.8% | -6.0% | +5.7% |
| YTD | +11.5% | +16.0% | -4.5% | +6.9% |
| 1Y | +22.3% | +16.2% | +6.1% | +17.0% |
| 3Y | +85.2% | +86.4% | -1.2% | +52.9% |
| 5Y | +170.8% | +33.0% | +137.9% | +139.5% |
| 10Y | +485.4% | +123.0% | +362.4% | +295.0% |
| All | +1,118.6% | +252.7% | +865.9% | +592.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling