+30.3%
KR vs ALLY
+69.8%
-39.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -2.6% |
| 7D | -1.3% | +1.0% | -2.3% | -1.2% |
| 30D | +1.5% | -3.3% | +4.8% | +1.3% |
| 3M | -8.5% | +0.5% | -9.0% | -8.4% |
| 6M | -21.9% | +12.6% | -34.5% | -21.2% |
| YTD | -6.9% | -4.7% | -2.2% | -6.7% |
| 1Y | -14.0% | +5.2% | -19.2% | -13.6% |
| 3Y | +30.3% | +66.5% | -36.2% | +24.2% |
| All | +30.3% | +69.8% | -39.5% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling