+527.4%
IBM vs KRE
+146.7%
+380.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | +6.8% | +5.0% | +1.7% | +4.9% |
| 3M | +4.4% | -5.7% | +10.1% | +6.5% |
| 6M | +13.2% | +7.5% | +5.7% | +10.2% |
| YTD | -15.1% | +13.8% | -29.0% | -19.1% |
| 1Y | -20.2% | +20.7% | -40.9% | -25.5% |
| 3Y | +79.3% | +90.1% | -10.8% | +38.7% |
| 5Y | +147.5% | +11.5% | +135.9% | +125.6% |
| 10Y | +140.2% | +88.2% | +51.9% | +69.9% |
| All | +527.4% | +146.7% | +380.7% | +262.5% |
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