+693.1%
KR vs IWF
+713.0%
-20.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | -2.7% | -1.7% | -1.0% | -2.1% |
| 30D | +1.9% | -1.8% | +3.8% | +2.5% |
| 3M | -11.0% | +1.5% | -12.5% | -11.8% |
| 6M | -20.2% | +7.7% | -27.9% | -22.9% |
| YTD | -7.3% | +2.7% | -10.0% | -9.1% |
| 1Y | -13.1% | +6.8% | -19.9% | -16.2% |
| 3Y | +29.7% | +76.9% | -47.1% | +0.2% |
| 5Y | +48.8% | +73.4% | -24.6% | +13.0% |
| 10Y | +122.8% | +416.4% | -293.7% | -2.8% |
| All | +693.1% | +713.0% | -20.0% | +129.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling