+73.2%
KRE vs ABCL
-81.3%
+154.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | +1.3% | +0.7% | +0.6% | +1.2% |
| 30D | -2.7% | +93.1% | -95.8% | -9.7% |
| 3M | +8.2% | +79.4% | -71.2% | +0.4% |
| 6M | +12.8% | +214.9% | -202.1% | -2.3% |
| YTD | +17.5% | +234.2% | -216.7% | +0.4% |
| 1Y | +16.6% | +174.8% | -158.2% | +0.7% |
| 3Y | +79.5% | +104.5% | -25.0% | +52.5% |
| 5Y | +32.4% | -39.0% | +71.4% | +16.6% |
| All | +73.2% | -81.3% | +154.4% | +55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling