-2.9%
IBM vs KRE
+16.5%
-19.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.8% | +3.9% |
| 7D | +3.6% | -1.8% | +5.4% | +4.5% |
| 30D | +3.1% | -4.5% | +7.6% | +5.5% |
| 3M | -10.8% | +2.7% | -13.6% | -12.0% |
| 6M | -0.8% | +16.9% | -17.7% | -9.0% |
| YTD | -16.2% | +15.4% | -31.6% | -20.9% |
| 1Y | -2.9% | +16.1% | -19.0% | -8.6% |
| All | -2.9% | +16.5% | -19.4% | -8.6% |
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