+133.4%
KR vs IVZ
+65.9%
+67.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.6% |
| 7D | -0.2% | -2.4% | +2.2% | 0.0% |
| 30D | +5.1% | +3.0% | +2.0% | +4.9% |
| 3M | -8.2% | +14.9% | -23.0% | -9.0% |
| 6M | -18.0% | +36.7% | -54.7% | -19.7% |
| YTD | -4.8% | +25.7% | -30.4% | -6.4% |
| 1Y | -11.0% | +47.7% | -58.7% | -13.6% |
| 3Y | +37.7% | +138.8% | -101.2% | +26.7% |
| 5Y | +52.8% | +62.1% | -9.3% | +44.1% |
| All | +133.4% | +65.9% | +67.5% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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