-35.3%
KEEL vs ALHC
-32.8%
-2.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.2% | +5.0% | +4.1% |
| 7D | +2.9% | -6.9% | +9.8% | +4.6% |
| 30D | +0.8% | -6.7% | +7.6% | +2.4% |
| 3M | -35.3% | -37.7% | +2.4% | -28.4% |
| 6M | +59.4% | -30.0% | +89.4% | +65.3% |
| YTD | +51.9% | -36.2% | +88.1% | +61.7% |
| 1Y | +75.0% | -22.9% | +97.9% | +76.4% |
| 3Y | +224.5% | +138.4% | +86.2% | +90.9% |
| All | -35.3% | -32.8% | -2.5% | -55.5% |
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 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