+68.8%
KRE vs ABCL
-80.4%
+149.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.2% |
| 7D | -1.6% | -2.7% | +1.1% | -1.4% |
| 30D | +4.9% | -5.4% | +10.3% | +5.1% |
| 3M | -4.5% | +22.4% | -26.9% | -7.2% |
| 6M | +7.7% | +127.6% | -120.0% | -3.6% |
| YTD | +14.5% | +249.4% | -234.9% | -3.2% |
| 1Y | +21.5% | +198.0% | -176.5% | +4.5% |
| 3Y | +91.2% | +195.8% | -104.6% | +56.7% |
| 5Y | +11.8% | -20.6% | +32.4% | -2.6% |
| All | +68.8% | -80.4% | +149.2% | +50.2% |
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