+133.4%
KR vs IJR
+172.1%
-38.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.6% |
| 7D | -0.2% | -2.2% | +2.0% | +0.2% |
| 30D | +5.1% | -4.6% | +9.6% | +6.0% |
| 3M | -8.2% | +0.2% | -8.4% | -8.3% |
| 6M | -18.0% | +14.7% | -32.7% | -20.4% |
| YTD | -4.8% | +18.9% | -23.6% | -8.3% |
| 1Y | -11.0% | +19.9% | -31.0% | -14.6% |
| 3Y | +37.7% | +53.0% | -15.4% | +23.2% |
| 5Y | +52.8% | +40.9% | +11.9% | +38.1% |
| All | +133.4% | +172.1% | -38.7% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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