-28.6%
KEEL vs ALHC
-33.8%
+5.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.2% | +5.0% | +4.0% |
| 7D | +2.9% | -6.9% | +9.8% | +4.5% |
| 30D | +0.8% | -6.7% | +7.6% | +2.3% |
| 3M | -35.3% | -37.7% | +2.4% | -28.8% |
| 6M | +59.4% | -30.0% | +89.4% | +65.1% |
| YTD | +51.9% | -36.2% | +88.1% | +61.2% |
| 1Y | +75.0% | -22.9% | +97.9% | +76.5% |
| 3Y | +224.5% | +138.4% | +86.2% | +101.8% |
| 5Y | -35.9% | -32.8% | -3.1% | -51.4% |
| All | -28.6% | -33.8% | +5.2% | -57.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling