+133.4%
KR vs IJH
+184.0%
-50.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.6% |
| 7D | -0.2% | -1.9% | +1.7% | +0.2% |
| 30D | +5.1% | -4.6% | +9.7% | +6.0% |
| 3M | -8.2% | -1.2% | -7.0% | -8.0% |
| 6M | -18.0% | +9.4% | -27.4% | -19.7% |
| YTD | -4.8% | +13.3% | -18.1% | -7.5% |
| 1Y | -11.0% | +13.4% | -24.4% | -13.7% |
| 3Y | +37.7% | +50.4% | -12.8% | +23.3% |
| 5Y | +52.8% | +49.0% | +3.8% | +35.8% |
| All | +133.4% | +184.0% | -50.6% | +67.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling