+323.3%
KR vs ALLE
+336.8%
-13.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | +11.3% | +25.9% | -14.6% | +7.1% |
| 3M | +22.3% | +14.9% | +7.4% | +19.4% |
| 6M | +5.8% | +42.1% | -36.3% | -0.5% |
| YTD | +11.7% | +20.4% | -8.7% | +7.8% |
| 1Y | +8.9% | +14.9% | -6.0% | +5.9% |
| 3Y | +67.1% | +90.1% | -23.0% | +47.1% |
| 5Y | +80.0% | +53.0% | +27.1% | +62.5% |
| 10Y | +156.3% | +208.8% | -52.5% | +92.1% |
| All | +323.3% | +336.8% | -13.5% | +191.2% |
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