+23.0%
KEY vs ALHC
-55.2%
+78.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.6% | +2.8% |
| 7D | -0.4% | +3.9% | -4.2% | -0.8% |
| 30D | +7.2% | -3.6% | +10.9% | +7.5% |
| 3M | -4.9% | -49.4% | +44.5% | +1.1% |
| 6M | +1.1% | -59.5% | +60.5% | +8.6% |
| YTD | +6.8% | -63.2% | +70.0% | +14.0% |
| All | +23.0% | -55.2% | +78.2% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling