-5.5%
KWEB vs ALLE
+342.5%
-348.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.3% |
| 7D | -7.8% | +3.6% | -11.4% | -9.1% |
| 30D | -6.4% | +25.9% | -32.3% | -14.9% |
| 3M | -14.6% | +15.8% | -30.4% | -19.8% |
| 6M | -25.0% | +48.1% | -73.1% | -36.7% |
| YTD | -32.7% | +22.0% | -54.6% | -38.9% |
| 1Y | -37.3% | +18.0% | -55.4% | -42.4% |
| 3Y | -5.9% | +93.1% | -99.0% | -31.3% |
| 5Y | -47.1% | +52.1% | -99.2% | -58.0% |
| 10Y | -22.3% | +212.0% | -234.3% | -59.1% |
| All | -5.5% | +342.5% | -348.0% | -58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling