-2.6%
KWEB vs ALLY
+64.5%
-67.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.6% |
| 7D | -4.3% | -3.3% | -1.0% | -3.6% |
| 30D | -13.0% | -4.1% | -8.9% | -12.2% |
| 3M | -7.6% | +1.4% | -9.0% | -8.0% |
| 6M | -21.1% | +14.4% | -35.5% | -23.9% |
| YTD | -28.2% | -4.9% | -23.3% | -27.8% |
| 1Y | -34.9% | +5.5% | -40.4% | -36.3% |
| All | -2.6% | +64.5% | -67.0% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling