+32.8%
KR vs IWD
+69.9%
-37.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -1.3% |
| 7D | -3.1% | -1.2% | -1.9% | -3.0% |
| 30D | +0.6% | -1.6% | +2.3% | +0.7% |
| 3M | -9.8% | +7.0% | -16.8% | -10.1% |
| 6M | -22.1% | +17.0% | -39.1% | -23.0% |
| YTD | -8.1% | +21.6% | -29.7% | -9.9% |
| 1Y | -14.7% | +28.0% | -42.6% | -17.1% |
| All | +32.8% | +69.9% | -37.0% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling