+127.5%
IYR vs KWEB
+20.3%
+107.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.7% |
| 7D | -2.8% | -4.3% | +1.5% | -2.2% |
| 30D | -2.5% | -13.0% | +10.5% | -0.6% |
| 3M | -3.0% | -7.6% | +4.6% | -2.0% |
| 6M | +1.6% | -21.1% | +22.8% | +4.9% |
| YTD | +7.3% | -28.2% | +35.5% | +12.1% |
| 1Y | +5.6% | -34.9% | +40.5% | +11.7% |
| 3Y | +28.1% | -0.8% | +28.9% | +25.3% |
| 5Y | +6.1% | -43.6% | +49.7% | +9.5% |
| 10Y | +67.7% | -21.7% | +89.3% | +54.2% |
| All | +127.5% | +20.3% | +107.2% | +77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling