+753.8%
IWM vs KR
+942.5%
-188.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.7% |
| 7D | +1.4% | +4.6% | -3.2% | +0.4% |
| 30D | +2.3% | +12.2% | -9.9% | -0.6% |
| 3M | -8.3% | +24.6% | -32.9% | -13.2% |
| 6M | -1.3% | +8.2% | -9.5% | -3.9% |
| YTD | +13.5% | +15.3% | -1.8% | +8.1% |
| 1Y | +18.4% | +9.8% | +8.6% | +14.0% |
| 3Y | +69.6% | +71.4% | -1.7% | +42.5% |
| 5Y | +23.3% | +85.1% | -61.8% | -0.8% |
| 10Y | +147.0% | +159.4% | -12.4% | +68.5% |
| All | +753.8% | +942.5% | -188.6% | +261.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling