+22.6%
KDP vs ALHC
-65.3%
+87.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | +4.0% | -5.5% | +9.5% | +4.1% |
| 30D | +16.8% | -4.9% | +21.7% | +16.9% |
| 3M | +32.0% | -41.7% | +73.8% | +33.3% |
| 6M | +35.2% | -55.2% | +90.3% | +36.8% |
| YTD | +40.9% | -61.1% | +102.0% | +42.9% |
| 1Y | +47.7% | -53.3% | +101.0% | +49.1% |
| 3Y | +34.8% | +28.2% | +6.6% | +31.0% |
| 5Y | +22.6% | -65.8% | +88.4% | +21.9% |
| All | +22.6% | -65.3% | +87.9% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling