+34.3%
KEY vs ALHC
-61.5%
+95.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.3% |
| 7D | -1.3% | +1.0% | -2.2% | -1.4% |
| 30D | +5.1% | -14.2% | +19.3% | +6.2% |
| 3M | -7.1% | -45.1% | +38.0% | -3.3% |
| 6M | -4.4% | -59.5% | +55.2% | +1.0% |
| YTD | +4.0% | -62.8% | +66.9% | +10.2% |
| 1Y | +23.4% | -55.5% | +78.9% | +29.0% |
| 3Y | +113.9% | +25.7% | +88.2% | +101.7% |
| 5Y | +12.3% | -66.8% | +79.1% | +12.0% |
| All | +34.3% | -61.5% | +95.7% | +29.4% |
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