如何在分组变量的条件下回归单个系列的多个系列？

I feel that my basic problem is how to regress multiple series on a single series. Although my series are not equal in time, even when I use equal time length series for stock and benchmark(I can provide data I made equal manually if needed) I get an error. I want to estimate a market model (that is, regressing a stock's returns on benchmark's return for each day, for all stocks) and to make a data frame of beta values from the regression in long format. So, for the sample provided, there will be 4 beta values(2 for ABC and 2 for XYZ) in the beta value data frame. This is a sample of two stock pricesI feel that my basic problem is how to regress