+867.7%
KR vs IWD
+749.4%
+118.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | +0.8% | -0.6% | +1.3% | +1.0% |
| 30D | +11.1% | +3.6% | +7.5% | +9.1% |
| 3M | +24.4% | +2.7% | +21.7% | +22.8% |
| 6M | +8.5% | +13.2% | -4.7% | +1.8% |
| YTD | +13.1% | +26.8% | -13.6% | -0.2% |
| 1Y | +9.3% | +29.3% | -20.0% | -4.6% |
| 3Y | +69.3% | +85.1% | -15.8% | +21.2% |
| 5Y | +83.2% | +74.2% | +9.0% | +34.4% |
| 10Y | +154.6% | +204.6% | -50.0% | +31.5% |
| All | +867.7% | +749.4% | +118.3% | +146.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling