+52.0%
KR vs IWD
+74.6%
-22.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.4% |
| 7D | -0.2% | -0.8% | +0.6% | +0.1% |
| 30D | +5.1% | -0.8% | +5.9% | +5.3% |
| 3M | -8.2% | +6.9% | -15.1% | -10.0% |
| 6M | -18.0% | +18.3% | -36.3% | -22.3% |
| YTD | -4.8% | +22.4% | -27.1% | -11.0% |
| 1Y | -11.0% | +27.4% | -38.4% | -18.2% |
| 3Y | +37.7% | +71.2% | -33.5% | +9.8% |
| All | +52.0% | +74.6% | -22.6% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling