-13.3%
IBM vs KRE
+27.2%
-40.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.8% |
| 7D | +0.4% | +2.8% | -2.4% | -1.0% |
| 30D | +14.8% | +5.3% | +9.5% | +11.6% |
| 3M | +8.9% | -4.2% | +13.2% | +11.4% |
| 6M | +12.4% | +8.7% | +3.7% | +7.5% |
| YTD | -12.4% | +16.4% | -28.8% | -17.6% |
| 1Y | -13.3% | +26.9% | -40.1% | -21.4% |
| All | -13.3% | +27.2% | -40.5% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 1y: compounded portfolio wealth divided by compounded KRE 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…
1y analysis · Full analysis span regression · 6 months rolling