+155.8%
KRE vs IWD
+467.8%
-312.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +1.5% |
| 7D | +1.3% | -0.3% | +1.6% | +1.7% |
| 30D | -2.7% | +0.6% | -3.3% | -3.5% |
| 3M | +8.2% | +7.2% | +1.0% | -2.0% |
| 6M | +12.8% | +16.2% | -3.4% | -8.6% |
| YTD | +17.5% | +23.3% | -5.8% | -12.2% |
| 1Y | +16.6% | +29.6% | -13.0% | -18.5% |
| 3Y | +79.5% | +70.5% | +9.0% | -11.8% |
| 5Y | +32.4% | +73.5% | -41.1% | -35.3% |
| 10Y | +124.1% | +198.3% | -74.2% | -43.3% |
| All | +155.8% | +467.8% | -312.0% | -70.0% |
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