+112.0%
IBM vs KRE
+32.0%
+80.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.8% |
| 7D | +0.3% | +2.3% | -2.0% | -0.4% |
| 30D | -1.5% | -2.5% | +1.0% | -0.8% |
| 3M | -16.8% | +6.2% | -23.0% | -18.2% |
| 6M | -9.0% | +15.8% | -24.9% | -13.0% |
| YTD | -20.1% | +16.0% | -36.0% | -23.4% |
| 1Y | -7.0% | +16.2% | -23.2% | -11.0% |
| 3Y | +72.4% | +86.4% | -14.0% | +43.3% |
| 5Y | +112.0% | +33.0% | +79.0% | +87.2% |
| All | +112.0% | +32.0% | +80.0% | +87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling