-22.5%
KWEB vs ALLY
+189.7%
-212.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -5.6% | -3.8% | -1.8% | -4.5% |
| 30D | -10.7% | -4.9% | -5.7% | -9.4% |
| 3M | -7.4% | -2.6% | -4.8% | -6.9% |
| 6M | -19.3% | +15.7% | -35.1% | -23.2% |
| YTD | -27.8% | -5.2% | -22.6% | -27.3% |
| 1Y | -35.9% | +2.8% | -38.8% | -37.2% |
| 3Y | -1.9% | +63.4% | -65.4% | -19.1% |
| 5Y | -43.2% | -2.6% | -40.6% | -46.9% |
| All | -22.5% | +189.7% | -212.2% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling