+20.7%
KRE vs ABCL
+189.1%
-168.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.5% |
| 7D | +0.3% | +4.4% | -4.1% | +0.2% |
| 30D | +5.0% | -7.9% | +12.9% | +5.2% |
| 3M | -5.7% | +12.2% | -18.0% | -6.4% |
| 6M | +7.5% | +134.7% | -127.2% | +1.2% |
| YTD | +13.8% | +239.8% | -225.9% | +3.1% |
| 1Y | +20.7% | +192.7% | -172.0% | +12.0% |
| All | +20.7% | +189.1% | -168.4% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling