+760.8%
ABT vs KRE
+147.5%
+613.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -1.3% | +0.7% | -2.0% | -1.5% |
| 30D | +6.0% | +6.1% | -0.1% | +4.5% |
| 3M | -1.9% | -5.9% | +4.0% | -0.4% |
| 6M | +31.2% | +9.6% | +21.6% | +28.2% |
| YTD | -11.2% | +14.2% | -25.4% | -14.3% |
| 1Y | -14.0% | +22.5% | -36.5% | -18.4% |
| 3Y | +20.7% | +90.4% | -69.7% | -0.2% |
| 5Y | -6.7% | +11.9% | -18.5% | -12.8% |
| 10Y | +226.3% | +88.8% | +137.5% | +148.9% |
| All | +760.8% | +147.5% | +613.4% | +489.5% |
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