+6.4%
KDP vs ALHC
-28.9%
+35.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | +1.3% | -0.6% | +1.9% | +1.3% |
| 30D | +6.0% | -1.0% | +7.0% | +6.0% |
| 3M | +9.2% | -10.2% | +19.3% | +9.2% |
| 6M | +14.7% | -28.3% | +43.0% | +15.0% |
| YTD | +19.2% | -31.4% | +50.6% | +19.5% |
| 1Y | +15.2% | -16.9% | +32.1% | +15.0% |
| 3Y | +6.0% | +135.5% | -129.5% | +3.1% |
| 5Y | +5.4% | -33.6% | +39.1% | +1.9% |
| All | +6.4% | -28.9% | +35.4% | +3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling