+197.1%
ABT vs KRE
+124.8%
+72.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -5.9% | -1.8% | -4.1% | -5.5% |
| 30D | -8.1% | -4.5% | -3.6% | -7.1% |
| 3M | +14.5% | +2.7% | +11.8% | +13.8% |
| 6M | -6.3% | +16.9% | -23.1% | -9.6% |
| YTD | -17.1% | +15.4% | -32.5% | -20.0% |
| 1Y | -21.4% | +16.1% | -37.4% | -24.3% |
| 3Y | +5.9% | +85.7% | -79.8% | -11.3% |
| 5Y | -12.8% | +33.3% | -46.0% | -21.2% |
| All | +197.1% | +124.8% | +72.3% | +115.3% |
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