+91.3%
KEYS vs ALHC
-22.7%
+114.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.5% |
| 7D | +0.9% | -5.8% | +6.7% | +1.2% |
| 30D | -5.3% | -3.3% | -1.9% | -5.1% |
| 3M | +0.5% | -37.9% | +38.4% | +2.5% |
| 6M | +14.0% | -29.5% | +43.5% | +13.7% |
| YTD | +60.3% | -35.4% | +95.7% | +58.8% |
| 1Y | +91.3% | -22.4% | +113.8% | +80.4% |
| All | +91.3% | -22.7% | +114.0% | +80.4% |
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