+83.2%
KR vs ALLY
-8.7%
+91.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.2% |
| 7D | +0.8% | -2.8% | +3.5% | +0.8% |
| 30D | +11.1% | +1.9% | +9.2% | +11.0% |
| 3M | +24.4% | -12.1% | +36.5% | +24.8% |
| 6M | +8.5% | -9.0% | +17.5% | +8.8% |
| YTD | +13.1% | -12.9% | +26.1% | +13.6% |
| 1Y | +9.3% | -0.1% | +9.4% | +9.0% |
| 3Y | +69.3% | +64.6% | +4.7% | +59.2% |
| 5Y | +83.2% | -10.1% | +93.3% | +93.0% |
| All | +83.2% | -8.7% | +91.9% | +93.0% |
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