+308.1%
KR vs ALLY
+124.8%
+183.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +1.5% | +3.7% | -2.2% | +1.4% |
| 30D | +4.1% | -2.3% | +6.3% | +4.2% |
| 3M | -5.2% | +3.8% | -9.0% | -5.4% |
| 6M | -12.8% | +9.7% | -22.5% | -13.2% |
| YTD | -4.6% | -1.4% | -3.2% | -4.7% |
| 1Y | -11.7% | +8.2% | -19.9% | -12.2% |
| 3Y | +36.3% | +66.5% | -30.2% | +31.2% |
| 5Y | +40.0% | +1.2% | +38.8% | +36.9% |
| 10Y | +122.2% | +191.4% | -69.2% | +104.0% |
| All | +308.1% | +124.8% | +183.2% | +288.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling