+2,413.6%
IBM vs KR
+4,491.2%
-2,077.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | +0.1% |
| 7D | -0.3% | +1.5% | -1.8% | -0.5% |
| 30D | +0.3% | +4.1% | -3.8% | -0.4% |
| 3M | -21.6% | -5.2% | -16.4% | -21.0% |
| 6M | -4.7% | -12.8% | +8.1% | -3.0% |
| YTD | -19.1% | -4.6% | -14.5% | -19.0% |
| 1Y | -2.5% | -11.7% | +9.2% | -1.4% |
| 3Y | +74.2% | +36.3% | +37.9% | +63.3% |
| 5Y | +113.1% | +40.0% | +73.2% | +96.5% |
| 10Y | +133.5% | +122.2% | +11.3% | +93.4% |
| All | +2,413.6% | +4,491.2% | -2,077.6% | +1,159.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling