+2,562.9%
IBM vs KR
+5,448.1%
-2,885.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.8% |
| 7D | +1.6% | +4.6% | -3.0% | +0.9% |
| 30D | +9.2% | +12.2% | -3.0% | +7.2% |
| 3M | +4.9% | +24.6% | -19.6% | +1.3% |
| 6M | +16.8% | +8.2% | +8.6% | +15.0% |
| YTD | -14.3% | +15.3% | -29.6% | -16.7% |
| 1Y | -16.7% | +9.8% | -26.5% | -18.5% |
| 3Y | +82.2% | +71.4% | +10.9% | +65.0% |
| 5Y | +149.9% | +85.1% | +64.9% | +120.8% |
| 10Y | +142.6% | +159.4% | -16.8% | +96.4% |
| All | +2,562.9% | +5,448.1% | -2,885.2% | +1,194.5% |
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