+40.3%
KR vs IOT
+54.1%
-13.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.7% |
| 7D | -0.2% | -4.5% | +4.4% | -0.2% |
| 30D | +5.1% | -2.4% | +7.5% | +5.0% |
| 3M | -8.2% | +19.0% | -27.1% | -8.0% |
| 6M | -18.0% | +19.6% | -37.6% | -17.8% |
| YTD | -4.8% | +8.3% | -13.0% | -4.7% |
| 1Y | -11.0% | -0.8% | -10.2% | -11.1% |
| 3Y | +37.7% | +24.4% | +13.3% | +37.6% |
| All | +40.3% | +54.1% | -13.8% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 5y: compounded portfolio wealth divided by compounded IOT 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…
5y analysis · Full analysis span regression · 6 months rolling