+129.0%
KEYS vs ALHC
-33.0%
+162.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.4% |
| 7D | +0.9% | -5.8% | +6.7% | +1.5% |
| 30D | -5.3% | -3.3% | -1.9% | -5.0% |
| 3M | +0.5% | -37.9% | +38.4% | +4.5% |
| 6M | +14.0% | -29.5% | +43.5% | +16.0% |
| YTD | +60.3% | -35.4% | +95.7% | +64.1% |
| 1Y | +91.3% | -22.4% | +113.8% | +91.8% |
| 3Y | +146.1% | +146.3% | -0.2% | +103.8% |
| 5Y | +80.8% | -32.0% | +112.8% | +61.3% |
| All | +129.0% | -33.0% | +162.0% | +98.2% |
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