+731.9%
ABT vs KRE
+151.4%
+580.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.3% |
| 7D | -3.1% | +2.3% | -5.5% | -3.7% |
| 30D | -2.1% | -2.5% | +0.4% | -1.5% |
| 3M | +17.4% | +6.2% | +11.2% | +15.7% |
| 6M | -2.4% | +15.8% | -18.2% | -5.9% |
| YTD | -14.2% | +16.0% | -30.2% | -17.5% |
| 1Y | -18.3% | +16.2% | -34.5% | -21.6% |
| 3Y | +11.5% | +86.4% | -74.9% | -7.4% |
| 5Y | -9.9% | +33.0% | -42.8% | -19.6% |
| 10Y | +204.4% | +123.0% | +81.4% | +122.2% |
| All | +731.9% | +151.4% | +580.6% | +467.5% |
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