+123.0%
IBM vs KR
+52.3%
+70.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.7% | +1.3% | +3.7% |
| 7D | +3.6% | -0.2% | +3.7% | +3.6% |
| 30D | +3.1% | +5.1% | -2.0% | +2.6% |
| 3M | -10.8% | -8.2% | -2.7% | -10.4% |
| 6M | -0.8% | -18.0% | +17.2% | +0.4% |
| YTD | -16.2% | -4.8% | -11.4% | -16.3% |
| 1Y | -2.9% | -11.0% | +8.2% | -2.5% |
| 3Y | +79.8% | +37.7% | +42.2% | +71.1% |
| All | +123.0% | +52.3% | +70.7% | +114.8% |
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