+29.1%
KDP vs ALHC
+21.9%
+7.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.7% |
| 7D | +2.2% | +1.0% | +1.2% | +2.2% |
| 30D | +19.9% | -14.2% | +34.1% | +20.1% |
| 3M | +21.5% | -45.1% | +66.6% | +22.3% |
| 6M | +30.1% | -59.5% | +89.6% | +31.1% |
| YTD | +34.9% | -62.8% | +97.8% | +35.9% |
| 1Y | +43.4% | -55.5% | +98.9% | +44.1% |
| 3Y | +29.1% | +25.7% | +3.4% | +23.5% |
| All | +29.1% | +21.9% | +7.2% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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