+37.9%
KEY vs ALHC
-61.8%
+99.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.6% | +2.8% |
| 7D | -0.4% | +3.9% | -4.2% | -0.7% |
| 30D | +7.2% | -3.6% | +10.9% | +7.4% |
| 3M | -4.9% | -49.4% | +44.5% | -0.4% |
| 6M | +1.1% | -59.5% | +60.5% | +6.7% |
| YTD | +6.8% | -63.2% | +70.0% | +13.2% |
| 1Y | +23.3% | -55.5% | +78.8% | +28.9% |
| 3Y | +126.1% | +23.0% | +103.1% | +113.5% |
| 5Y | +15.2% | -65.7% | +80.9% | +14.8% |
| All | +37.9% | -61.8% | +99.7% | +33.0% |
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