+7.4%
KWEB vs ALLE
+260.9%
-253.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.6% |
| 7D | -1.0% | -0.2% | -0.8% | -0.9% |
| 30D | -8.7% | -6.8% | -1.9% | -6.2% |
| 3M | -4.0% | +21.0% | -25.0% | -11.7% |
| 6M | -13.1% | +1.1% | -14.2% | -14.3% |
| YTD | -23.5% | -0.5% | -23.0% | -24.4% |
| 1Y | -27.2% | -7.3% | -19.9% | -26.1% |
| 3Y | -2.1% | +42.3% | -44.4% | -18.8% |
| 5Y | -40.8% | +13.5% | -54.2% | -47.1% |
| 10Y | -17.5% | +144.0% | -161.5% | -51.7% |
| All | +7.4% | +260.9% | -253.5% | -48.9% |
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