-1.9%
KWEB vs IJR
+52.1%
-54.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.4% |
| 7D | -5.6% | -2.2% | -3.4% | -4.4% |
| 30D | -10.7% | -4.6% | -6.1% | -8.3% |
| 3M | -7.4% | +0.2% | -7.6% | -7.7% |
| 6M | -19.3% | +14.7% | -34.0% | -25.5% |
| YTD | -27.8% | +18.9% | -46.6% | -34.6% |
| 1Y | -35.9% | +19.9% | -55.9% | -42.4% |
| 3Y | -1.9% | +53.0% | -55.0% | -25.2% |
| All | -1.9% | +52.1% | -54.0% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling