+330.7%
KR vs ALLE
+338.1%
-7.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.5% |
| 7D | +0.5% | +1.6% | -1.0% | +0.3% |
| 30D | +14.9% | +24.1% | -9.2% | +10.9% |
| 3M | +25.4% | +14.8% | +10.6% | +22.4% |
| 6M | +9.3% | +45.9% | -36.5% | +2.4% |
| YTD | +13.7% | +20.7% | -7.1% | +9.6% |
| 1Y | +9.2% | +14.2% | -5.0% | +6.3% |
| 3Y | +70.1% | +90.7% | -20.6% | +49.7% |
| 5Y | +82.5% | +50.6% | +31.9% | +65.2% |
| 10Y | +155.7% | +208.9% | -53.1% | +91.7% |
| All | +330.7% | +338.1% | -7.4% | +196.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling