+38.2%
IWM vs KR
+41.9%
-3.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.0% |
| 7D | -2.5% | -2.7% | +0.1% | -2.4% |
| 30D | -4.4% | +1.9% | -6.4% | -4.5% |
| 3M | +2.2% | -11.0% | +13.3% | +2.7% |
| 6M | +14.0% | -20.2% | +34.2% | +15.2% |
| YTD | +17.4% | -7.3% | +24.6% | +17.0% |
| 1Y | +22.9% | -13.1% | +36.1% | +23.2% |
| 3Y | +62.1% | +29.7% | +32.3% | +50.9% |
| 5Y | +38.2% | +48.8% | -10.6% | +24.0% |
| All | +38.2% | +41.9% | -3.8% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling