+527.0%
IBM vs KRE
+148.6%
+378.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.2% |
| 3M | +4.2% | -3.3% | +7.5% | +5.4% |
| 6M | +7.9% | +5.8% | +2.1% | +5.6% |
| YTD | -15.2% | +14.7% | -29.9% | -19.4% |
| 1Y | -18.7% | +22.0% | -40.7% | -24.4% |
| 3Y | +79.2% | +91.6% | -12.4% | +38.2% |
| 5Y | +144.7% | +13.0% | +131.8% | +122.1% |
| 10Y | +141.6% | +94.0% | +47.6% | +69.1% |
| All | +527.0% | +148.6% | +378.4% | +261.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling