+36.7%
KR vs IOT
+54.4%
-17.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.9% |
| 7D | -2.7% | -0.8% | -1.9% | -2.7% |
| 30D | +1.9% | -4.7% | +6.6% | +1.9% |
| 3M | -11.0% | +17.8% | -28.8% | -10.9% |
| 6M | -20.2% | +16.8% | -37.0% | -20.0% |
| YTD | -7.3% | +8.4% | -15.7% | -7.2% |
| 1Y | -13.1% | -0.8% | -12.3% | -13.1% |
| 3Y | +29.7% | +25.7% | +4.0% | +29.7% |
| All | +36.7% | +54.4% | -17.7% | +34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling