+773.5%
KR vs IEF
+126.3%
+647.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.6% |
| 7D | -0.2% | -1.3% | +1.2% | -0.9% |
| 30D | +5.1% | -1.7% | +6.8% | +4.0% |
| 3M | -8.2% | -2.5% | -5.6% | -9.5% |
| 6M | -18.0% | -3.3% | -14.7% | -19.4% |
| YTD | -4.8% | -2.8% | -2.0% | -6.2% |
| 1Y | -11.0% | -2.7% | -8.3% | -12.3% |
| 3Y | +37.7% | +8.9% | +28.8% | +45.1% |
| 5Y | +52.8% | -9.4% | +62.2% | +40.7% |
| 10Y | +128.8% | +3.7% | +125.1% | +137.4% |
| All | +773.5% | +126.3% | +647.2% | +1,887.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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