+36.4%
KR vs ALLY
-1.1%
+37.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.3% | -1.3% |
| 7D | -3.1% | -1.9% | -1.1% | -3.0% |
| 30D | +0.6% | -4.5% | +5.1% | +0.7% |
| 3M | -9.8% | -2.8% | -6.9% | -9.7% |
| 6M | -22.1% | +10.3% | -32.5% | -22.4% |
| YTD | -8.1% | -5.7% | -2.4% | -7.9% |
| 1Y | -14.7% | +3.9% | -18.6% | -15.0% |
| 3Y | +28.6% | +64.7% | -36.1% | +21.6% |
| 5Y | +36.4% | -2.6% | +39.0% | +31.0% |
| All | +36.4% | -1.1% | +37.5% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling