+63.3%
IWM vs KR
+28.8%
+34.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | 0.0% | -1.5% |
| 7D | -1.1% | -3.1% | +1.9% | -1.3% |
| 30D | -3.1% | +0.6% | -3.7% | -3.1% |
| 3M | +2.2% | -9.8% | +12.0% | +1.7% |
| 6M | +15.1% | -22.1% | +37.2% | +13.7% |
| YTD | +18.6% | -8.1% | +26.7% | +17.4% |
| 1Y | +24.0% | -14.7% | +38.6% | +22.8% |
| All | +63.3% | +28.8% | +34.5% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 3y: compounded portfolio wealth divided by compounded KR 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…
3y analysis · Full analysis span regression · 6 months rolling