+150.1%
IBM vs KR
+85.1%
+65.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.9% |
| 7D | +1.6% | +4.6% | -3.0% | +1.2% |
| 30D | +9.2% | +12.2% | -3.0% | +8.0% |
| 3M | +4.9% | +24.6% | -19.6% | +2.8% |
| 6M | +16.8% | +8.2% | +8.6% | +15.4% |
| YTD | -14.3% | +15.3% | -29.6% | -15.9% |
| 1Y | -16.7% | +9.8% | -26.5% | -18.0% |
| 3Y | +82.2% | +71.4% | +10.9% | +69.0% |
| All | +150.1% | +85.1% | +65.1% | +136.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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