-11.7%
KR vs IJH
+18.2%
-29.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.2% |
| 7D | +1.5% | +0.1% | +1.4% | +1.6% |
| 30D | +4.1% | -1.5% | +5.6% | +3.5% |
| 3M | -5.2% | +0.8% | -6.0% | -4.8% |
| 6M | -12.8% | +7.6% | -20.3% | -9.4% |
| YTD | -4.6% | +15.5% | -20.1% | -0.8% |
| 1Y | -11.7% | +16.9% | -28.6% | -9.0% |
| All | -11.7% | +18.2% | -29.9% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling