+690.9%
IYR vs KR
+784.6%
-93.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.8% |
| 7D | -0.9% | -3.1% | +2.1% | -0.2% |
| 30D | -2.4% | +0.6% | -3.0% | -2.5% |
| 3M | -2.0% | -9.8% | +7.8% | +0.2% |
| 6M | +2.5% | -22.1% | +24.6% | +8.3% |
| YTD | +8.3% | -8.1% | +16.4% | +9.6% |
| 1Y | +6.5% | -14.7% | +21.1% | +9.5% |
| 3Y | +29.3% | +28.6% | +0.8% | +18.1% |
| 5Y | +5.7% | +36.4% | -30.7% | -6.9% |
| 10Y | +69.2% | +120.8% | -51.5% | +21.3% |
| All | +690.9% | +784.6% | -93.6% | +258.3% |
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