-1.4%
KWEB vs ALLY
+124.8%
-126.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | -1.0% | +3.7% | -4.7% | -2.1% |
| 30D | -8.7% | -2.3% | -6.5% | -8.2% |
| 3M | -4.0% | +3.8% | -7.8% | -5.3% |
| 6M | -13.1% | +9.7% | -22.8% | -16.1% |
| YTD | -23.5% | -1.4% | -22.1% | -23.9% |
| 1Y | -27.2% | +8.2% | -35.4% | -29.8% |
| 3Y | -2.1% | +66.5% | -68.6% | -20.1% |
| 5Y | -40.8% | +1.2% | -42.0% | -45.3% |
| 10Y | -17.5% | +191.4% | -208.9% | -47.2% |
| All | -1.4% | +124.8% | -126.2% | -30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling