+261.5%
KR vs ALLE
+260.9%
+0.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | +1.5% | -0.2% | +1.7% | +1.5% |
| 30D | +4.1% | -6.8% | +10.9% | +5.2% |
| 3M | -5.2% | +21.0% | -26.3% | -8.4% |
| 6M | -12.8% | +1.1% | -13.9% | -13.3% |
| YTD | -4.6% | -0.5% | -4.1% | -5.0% |
| 1Y | -11.7% | -7.3% | -4.4% | -11.0% |
| 3Y | +36.3% | +42.3% | -6.0% | +26.0% |
| 5Y | +40.0% | +13.5% | +26.5% | +32.9% |
| 10Y | +122.2% | +144.0% | -21.8% | +73.7% |
| All | +261.5% | +260.9% | +0.6% | +156.7% |
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