+127.2%
KR vs IWD
+201.1%
-73.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -2.7% | -2.3% | -0.3% | -1.9% |
| 30D | +1.9% | -1.8% | +3.7% | +2.5% |
| 3M | -11.0% | +8.0% | -19.1% | -13.2% |
| 6M | -20.2% | +17.0% | -37.2% | -24.2% |
| YTD | -7.3% | +21.3% | -28.6% | -13.1% |
| 1Y | -13.1% | +27.9% | -41.1% | -20.0% |
| 3Y | +29.7% | +70.1% | -40.3% | +7.3% |
| 5Y | +48.8% | +74.2% | -25.4% | +21.3% |
| All | +127.2% | +201.1% | -73.9% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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