+151.0%
KRE vs IWD
+480.9%
-329.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | -1.0% |
| 7D | -0.4% | +1.3% | -1.6% | -2.2% |
| 30D | +6.4% | +3.6% | +2.9% | +1.4% |
| 3M | -3.1% | +2.3% | -5.4% | -6.2% |
| 6M | +6.4% | +13.0% | -6.7% | -10.5% |
| YTD | +15.3% | +26.2% | -10.9% | -16.6% |
| 1Y | +23.3% | +30.5% | -7.2% | -14.8% |
| 3Y | +93.6% | +86.2% | +7.4% | -16.0% |
| 5Y | +13.2% | +72.9% | -59.7% | -44.6% |
| 10Y | +103.1% | +205.0% | -101.9% | -50.2% |
| All | +151.0% | +480.9% | -329.9% | -71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling