+149.8%
KRE vs IWD
+481.0%
-331.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.3% | +1.6% | -1.3% | -1.9% |
| 30D | +5.9% | +3.6% | +2.3% | +0.8% |
| 3M | -3.3% | +2.0% | -5.4% | -6.1% |
| 6M | +5.8% | +13.1% | -7.2% | -10.9% |
| YTD | +14.7% | +26.2% | -11.5% | -17.0% |
| 1Y | +22.0% | +29.6% | -7.6% | -14.9% |
| 3Y | +91.6% | +84.3% | +7.3% | -15.7% |
| 5Y | +13.0% | +73.4% | -60.5% | -45.0% |
| 10Y | +94.0% | +202.4% | -108.5% | -52.0% |
| All | +149.8% | +481.0% | -331.2% | -71.6% |
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