-5.6%
KWEB vs ALLE
+338.1%
-343.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | -7.5% | +1.6% | -9.0% | -8.1% |
| 30D | -7.3% | +24.1% | -31.4% | -15.2% |
| 3M | -16.8% | +14.8% | -31.6% | -21.6% |
| 6M | -21.4% | +45.9% | -67.3% | -33.2% |
| YTD | -32.7% | +20.7% | -53.5% | -38.7% |
| 1Y | -38.2% | +14.2% | -52.4% | -42.4% |
| 3Y | -4.8% | +90.7% | -95.5% | -30.2% |
| 5Y | -47.1% | +50.6% | -97.7% | -57.9% |
| 10Y | -22.4% | +208.9% | -231.3% | -58.9% |
| All | -5.6% | +338.1% | -343.6% | -58.6% |
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 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