+143.8%
IBM vs KRE
+124.8%
+19.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.8% | +3.9% |
| 7D | +3.6% | -1.8% | +5.4% | +4.3% |
| 30D | +3.1% | -4.5% | +7.6% | +4.8% |
| 3M | -10.8% | +2.7% | -13.6% | -11.8% |
| 6M | -0.8% | +16.9% | -17.7% | -6.7% |
| YTD | -16.2% | +15.4% | -31.6% | -20.7% |
| 1Y | -2.9% | +16.1% | -19.0% | -8.4% |
| 3Y | +79.8% | +85.7% | -5.9% | +37.9% |
| 5Y | +124.9% | +33.3% | +91.6% | +90.6% |
| All | +143.8% | +124.8% | +19.0% | +57.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling