+212.7%
KEEL vs ALHC
+146.3%
+66.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.1% | -5.2% | -7.1% |
| 7D | +2.7% | -5.8% | +8.5% | +3.3% |
| 30D | +4.6% | -3.3% | +7.9% | +4.9% |
| 3M | -34.5% | -37.9% | +3.5% | -31.6% |
| 6M | +59.3% | -29.5% | +88.8% | +62.6% |
| YTD | +46.4% | -35.4% | +81.8% | +51.7% |
| 1Y | +96.6% | -22.4% | +119.0% | +98.8% |
| All | +212.7% | +146.3% | +66.4% | +114.6% |
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 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