+466.7%
IWM vs KRE
+154.6%
+312.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | 0.0% |
| 7D | +0.1% | +1.3% | -1.2% | -0.7% |
| 30D | -1.3% | -2.7% | +1.4% | +0.3% |
| 3M | +1.6% | +8.2% | -6.6% | -3.3% |
| 6M | +13.6% | +12.8% | +0.7% | +5.4% |
| YTD | +20.8% | +17.5% | +3.3% | +9.1% |
| 1Y | +26.4% | +16.6% | +9.8% | +14.4% |
| 3Y | +60.7% | +79.5% | -18.8% | +10.2% |
| 5Y | +38.2% | +32.4% | +5.8% | +10.9% |
| 10Y | +169.5% | +124.1% | +45.3% | +45.2% |
| All | +466.7% | +154.6% | +312.0% | +164.2% |
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