+109.4%
KEYS vs ALHC
-61.4%
+170.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -2.0% |
| 7D | +9.4% | +0.3% | +9.1% | +9.3% |
| 30D | -16.8% | -10.6% | -6.2% | -16.0% |
| 3M | -15.9% | -45.3% | +29.4% | -11.8% |
| 6M | -17.6% | -59.7% | +42.1% | -12.1% |
| YTD | +46.5% | -62.7% | +109.2% | +56.6% |
| 1Y | +66.9% | -56.1% | +123.0% | +75.2% |
| 3Y | +141.4% | +21.3% | +120.1% | +114.4% |
| 5Y | +59.5% | -66.0% | +125.5% | +49.8% |
| All | +109.4% | -61.4% | +170.7% | +89.1% |
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 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