-43.5%
KWEB vs ALLE
+11.9%
-55.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -1.2% |
| 7D | -3.6% | -2.2% | -1.4% | -2.8% |
| 30D | -14.9% | -8.3% | -6.6% | -12.1% |
| 3M | -5.4% | +16.3% | -21.7% | -11.5% |
| 6M | -18.9% | +1.8% | -20.7% | -20.1% |
| YTD | -27.2% | -3.9% | -23.3% | -27.0% |
| 1Y | -34.2% | -10.0% | -24.2% | -32.3% |
| 3Y | +0.6% | +45.8% | -45.2% | -19.8% |
| 5Y | -43.5% | +13.3% | -56.8% | -49.6% |
| All | -43.5% | +11.9% | -55.4% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling