+122.0%
KRE vs IWD
+195.0%
-73.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.3% |
| 7D | -1.1% | -1.2% | +0.1% | +0.6% |
| 30D | -3.4% | -1.6% | -1.7% | -1.1% |
| 3M | +3.7% | +7.0% | -3.3% | -6.3% |
| 6M | +14.8% | +17.0% | -2.2% | -9.1% |
| YTD | +14.7% | +21.6% | -7.0% | -14.2% |
| 1Y | +16.0% | +28.0% | -12.0% | -19.3% |
| 3Y | +84.3% | +70.6% | +13.7% | -13.6% |
| 5Y | +30.9% | +73.3% | -42.5% | -39.0% |
| 10Y | +122.0% | +200.5% | -78.5% | -51.2% |
| All | +122.0% | +195.0% | -73.0% | -51.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling