-19.6%
KWEB vs ALLY
+174.3%
-193.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | -7.8% | +0.4% | -8.2% | -8.0% |
| 30D | -6.4% | +5.2% | -11.7% | -7.9% |
| 3M | -14.6% | -13.3% | -1.3% | -11.1% |
| 6M | -25.0% | -6.7% | -18.4% | -23.9% |
| YTD | -32.7% | -12.8% | -19.8% | -30.6% |
| 1Y | -37.3% | +0.7% | -38.0% | -38.2% |
| 3Y | -5.9% | +65.2% | -71.1% | -22.8% |
| 5Y | -47.1% | -10.1% | -37.0% | -49.4% |
| All | -19.6% | +174.3% | -193.9% | -42.4% |
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