+143.5%
IWM vs KRE
+86.5%
+57.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | +1.4% | +0.7% | +0.7% | +1.0% |
| 30D | +2.3% | +6.1% | -3.9% | -1.2% |
| 3M | -8.3% | -5.9% | -2.4% | -5.1% |
| 6M | -1.3% | +9.6% | -10.9% | -6.7% |
| YTD | +13.5% | +14.2% | -0.7% | +4.5% |
| 1Y | +18.4% | +22.5% | -4.1% | +4.5% |
| 3Y | +69.6% | +90.4% | -20.8% | +14.2% |
| 5Y | +23.3% | +11.9% | +11.4% | +10.6% |
| All | +143.5% | +86.5% | +57.0% | +55.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling