+127.2%
KR vs IBB
+125.2%
+2.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.1% |
| 7D | -2.7% | -5.2% | +2.6% | -2.0% |
| 30D | +1.9% | +1.5% | +0.5% | +1.7% |
| 3M | -11.0% | +22.1% | -33.2% | -13.6% |
| 6M | -20.2% | +17.7% | -37.9% | -22.2% |
| YTD | -7.3% | +20.2% | -27.5% | -10.0% |
| 1Y | -13.1% | +44.4% | -57.6% | -18.3% |
| 3Y | +29.7% | +61.1% | -31.4% | +18.6% |
| 5Y | +48.8% | +18.5% | +30.2% | +44.1% |
| All | +127.2% | +125.2% | +2.1% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling