-45.3%
KEEL vs ALHC
-51.4%
+6.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +10.1% | -14.3% | -4.8% |
| 7D | -13.6% | -0.5% | -13.1% | -13.8% |
| 30D | -39.1% | -4.2% | -34.9% | -39.2% |
| 3M | -48.9% | -39.8% | -9.1% | -47.8% |
| 6M | -35.4% | -57.7% | +22.4% | -30.3% |
| YTD | -10.6% | -58.8% | +48.1% | -4.7% |
| 1Y | -45.3% | -52.4% | +7.1% | -45.1% |
| All | -45.3% | -51.4% | +6.1% | -45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling