+32.5%
KDP vs ALHC
+30.0%
+2.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.7% | +1.7% |
| 7D | +8.2% | +3.8% | +4.4% | +8.1% |
| 30D | +18.4% | +1.7% | +16.7% | +18.3% |
| 3M | +29.2% | -44.3% | +73.6% | +30.0% |
| 6M | +32.3% | -57.2% | +89.5% | +33.1% |
| YTD | +38.5% | -61.2% | +99.6% | +39.4% |
| 1Y | +48.5% | -53.2% | +101.7% | +49.1% |
| 3Y | +32.5% | +27.8% | +4.6% | +25.4% |
| All | +32.5% | +30.0% | +2.5% | +25.4% |
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