+42.8%
KEY vs ALHC
-28.9%
+71.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.2% | -0.6% | +2.8% | +2.2% |
| 30D | -3.0% | -1.0% | -2.0% | -3.0% |
| 3M | +3.3% | -10.2% | +13.5% | +3.5% |
| 6M | +9.2% | -28.3% | +37.5% | +10.8% |
| YTD | +10.6% | -31.4% | +42.1% | +12.5% |
| 1Y | +20.4% | -16.9% | +37.3% | +20.6% |
| 3Y | +121.8% | +135.5% | -13.6% | +99.8% |
| 5Y | +41.1% | -33.6% | +74.8% | +34.5% |
| All | +42.8% | -28.9% | +71.7% | +32.1% |
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