-33.2%
KWEB vs IJR
+19.0%
-52.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.8% | +5.6% | +3.9% |
| 7D | +8.6% | -3.2% | +11.8% | +10.4% |
| 30D | +0.9% | -1.0% | +1.9% | +1.2% |
| 3M | -13.2% | -7.4% | -5.9% | -9.5% |
| 6M | -13.2% | +0.2% | -13.4% | -14.0% |
| YTD | -27.3% | +15.3% | -42.6% | -34.1% |
| 1Y | -33.2% | +17.5% | -50.7% | -40.0% |
| All | -33.2% | +19.0% | -52.2% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 1y: compounded portfolio wealth divided by compounded IJR 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…
1y analysis · Full analysis span regression · 6 months rolling