+94.0%
KRE vs IWD
+203.8%
-109.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.3% | +1.6% | -1.3% | -2.1% |
| 30D | +5.9% | +3.6% | +2.3% | +0.5% |
| 3M | -3.3% | +2.0% | -5.4% | -6.3% |
| 6M | +5.8% | +13.1% | -7.2% | -11.8% |
| YTD | +14.7% | +26.2% | -11.5% | -18.7% |
| 1Y | +22.0% | +29.6% | -7.6% | -16.8% |
| 3Y | +91.6% | +84.3% | +7.3% | -19.9% |
| 5Y | +13.0% | +73.4% | -60.5% | -47.5% |
| 10Y | +94.0% | +202.4% | -108.5% | -58.4% |
| All | +94.0% | +203.8% | -109.8% | -58.4% |
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