+10.9%
KRE vs ABCL
-21.8%
+32.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.7% | -6.9% | -0.9% |
| 7D | +0.3% | -3.2% | +3.4% | +0.4% |
| 30D | +4.8% | -7.4% | +12.2% | +5.3% |
| 3M | -5.1% | +81.9% | -87.0% | -13.5% |
| 6M | +3.3% | +135.7% | -132.4% | -10.8% |
| YTD | +13.3% | +247.4% | -234.0% | -8.7% |
| 1Y | +22.9% | +162.3% | -139.4% | +2.9% |
| 3Y | +82.1% | +165.5% | -83.4% | +42.4% |
| All | +10.9% | -21.8% | +32.7% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling