-25.8%
KEEL vs ALHC
-31.6%
+5.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.2% |
| 7D | +19.3% | -4.1% | +23.4% | +20.4% |
| 30D | +9.1% | -5.4% | +14.6% | +10.4% |
| 3M | -31.5% | -32.1% | +0.6% | -26.2% |
| 6M | +75.8% | -28.5% | +104.3% | +81.3% |
| YTD | +57.9% | -34.0% | +91.9% | +66.3% |
| 1Y | +133.3% | -20.9% | +154.3% | +134.0% |
| 3Y | +204.1% | +151.5% | +52.6% | +86.1% |
| 5Y | -37.5% | -28.8% | -8.7% | -53.0% |
| All | -25.8% | -31.6% | +5.8% | -56.2% |
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