+434.4%
IWM vs KRE
+146.7%
+287.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.3% |
| 7D | +2.8% | +0.3% | +2.5% | +2.6% |
| 30D | +0.6% | +5.0% | -4.4% | -2.3% |
| 3M | -7.8% | -5.7% | -2.0% | -4.5% |
| 6M | -1.0% | +7.5% | -8.5% | -5.5% |
| YTD | +13.9% | +13.8% | 0.0% | +4.8% |
| 1Y | +15.4% | +20.7% | -5.2% | +2.5% |
| 3Y | +70.2% | +90.1% | -19.9% | +13.1% |
| 5Y | +23.7% | +11.5% | +12.1% | +10.1% |
| 10Y | +147.8% | +88.2% | +59.5% | +48.7% |
| All | +434.4% | +146.7% | +287.7% | +153.8% |
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