+69.9%
KRE vs ABCL
-79.5%
+149.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.2% | -3.5% | +1.3% |
| 7D | -0.4% | +12.4% | -12.8% | -1.5% |
| 30D | +6.4% | -0.4% | +6.8% | +6.1% |
| 3M | -3.1% | +80.4% | -83.4% | -9.8% |
| 6M | +6.4% | +138.5% | -132.2% | -5.1% |
| YTD | +15.3% | +265.5% | -250.2% | -2.9% |
| 1Y | +23.3% | +219.7% | -196.4% | +5.2% |
| 3Y | +93.6% | +209.4% | -115.8% | +58.0% |
| 5Y | +13.2% | -15.0% | +28.2% | -1.8% |
| All | +69.9% | -79.5% | +149.4% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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