+120.8%
KR vs ALLE
+146.0%
-25.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.4% | -0.9% |
| 7D | -3.1% | -2.2% | -0.9% | -2.8% |
| 30D | +0.6% | -8.3% | +9.0% | +1.8% |
| 3M | -9.8% | +16.3% | -26.0% | -11.9% |
| 6M | -22.1% | +1.8% | -23.9% | -22.6% |
| YTD | -8.1% | -3.9% | -4.2% | -7.9% |
| 1Y | -14.7% | -10.0% | -4.6% | -13.6% |
| 3Y | +28.6% | +45.8% | -17.3% | +19.3% |
| 5Y | +36.4% | +13.3% | +23.1% | +29.7% |
| 10Y | +120.8% | +155.3% | -34.5% | +77.1% |
| All | +120.8% | +146.0% | -25.2% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling