-11.0%
KR vs IWF
+7.1%
-18.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +3.1% |
| 7D | -0.2% | -0.9% | +0.8% | -0.7% |
| 30D | +5.1% | -1.7% | +6.8% | +4.1% |
| 3M | -8.2% | +0.7% | -8.8% | -7.3% |
| 6M | -18.0% | +8.6% | -26.5% | -13.2% |
| YTD | -4.8% | +3.5% | -8.3% | -1.3% |
| 1Y | -11.0% | +7.0% | -18.1% | -4.3% |
| All | -11.0% | +7.1% | -18.1% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling