+12.9%
KEY vs ALHC
-62.4%
+75.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.1% | +4.4% | -2.2% |
| 7D | -2.5% | -6.2% | +3.7% | -2.1% |
| 30D | +4.1% | -9.7% | +13.7% | +4.7% |
| 3M | -8.4% | -44.7% | +36.4% | -4.6% |
| 6M | -2.3% | -58.7% | +56.4% | +3.2% |
| YTD | +4.6% | -61.7% | +66.3% | +10.7% |
| 1Y | +24.6% | -55.7% | +80.2% | +30.4% |
| 3Y | +112.8% | +25.6% | +87.2% | +99.7% |
| 5Y | +12.9% | -65.8% | +78.7% | +13.9% |
| All | +12.9% | -62.4% | +75.4% | +13.9% |
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