+144.7%
IBM vs KRE
+12.6%
+132.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -1.5% | +0.3% | -1.8% | -1.6% |
| 30D | +8.4% | +5.9% | +2.5% | +6.6% |
| 3M | +4.2% | -3.3% | +7.5% | +5.1% |
| 6M | +7.9% | +5.8% | +2.1% | +6.1% |
| YTD | -15.2% | +14.7% | -29.9% | -18.4% |
| 1Y | -18.7% | +22.0% | -40.7% | -23.1% |
| 3Y | +79.2% | +91.6% | -12.4% | +49.0% |
| 5Y | +144.7% | +13.0% | +131.8% | +131.6% |
| All | +144.7% | +12.6% | +132.2% | +131.6% |
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 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