+89.3%
KRE vs IWD
+205.2%
-115.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.8% |
| 7D | -1.6% | -0.6% | -1.0% | -0.8% |
| 30D | +4.9% | +3.6% | +1.3% | -0.5% |
| 3M | -4.5% | +2.7% | -7.1% | -8.2% |
| 6M | +7.7% | +13.2% | -5.6% | -10.5% |
| YTD | +14.5% | +26.8% | -12.2% | -19.4% |
| 1Y | +21.5% | +29.3% | -7.7% | -16.8% |
| 3Y | +91.2% | +85.1% | +6.1% | -20.6% |
| 5Y | +11.8% | +74.2% | -62.4% | -48.4% |
| 10Y | +89.3% | +204.6% | -115.2% | -61.3% |
| All | +89.3% | +205.2% | -115.9% | -61.3% |
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