-1.2%
KWEB vs ALLE
+44.7%
-45.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -1.6% |
| 7D | -3.6% | -2.2% | -1.4% | -3.1% |
| 30D | -14.9% | -8.3% | -6.6% | -13.1% |
| 3M | -5.4% | +16.3% | -21.7% | -9.4% |
| 6M | -18.9% | +1.8% | -20.7% | -19.5% |
| YTD | -27.2% | -3.9% | -23.3% | -27.0% |
| 1Y | -34.2% | -10.0% | -24.2% | -32.8% |
| All | -1.2% | +44.7% | -45.9% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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