+29.1%
IYR vs KWEB
-2.3%
+31.4%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -1.4% | -5.6% | +4.2% | -0.7% |
| 30D | -2.7% | -10.7% | +8.0% | -1.4% |
| 3M | -2.1% | -7.4% | +5.3% | -1.3% |
| 6M | +3.6% | -19.3% | +22.9% | +6.2% |
| YTD | +8.1% | -27.8% | +35.9% | +12.2% |
| 1Y | +4.7% | -35.9% | +40.7% | +10.2% |
| 3Y | +29.1% | -1.9% | +31.1% | +26.8% |
| All | +29.1% | -2.3% | +31.4% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 3y: compounded portfolio wealth divided by compounded KWEB 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…
3y analysis · Full analysis span regression · 6 months rolling