+127.2%
KR vs ALLY
+190.4%
-63.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.9% |
| 7D | -2.7% | -3.3% | +0.6% | -2.6% |
| 30D | +1.9% | -4.1% | +6.0% | +2.1% |
| 3M | -11.0% | +1.4% | -12.4% | -11.1% |
| 6M | -20.2% | +14.4% | -34.6% | -20.6% |
| YTD | -7.3% | -4.9% | -2.3% | -7.2% |
| 1Y | -13.1% | +5.5% | -18.7% | -13.4% |
| 3Y | +29.7% | +66.0% | -36.3% | +25.6% |
| 5Y | +48.8% | -2.4% | +51.1% | +45.8% |
| All | +127.2% | +190.4% | -63.2% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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