+65.3%
KEYS vs ALHC
-54.5%
+119.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.4% |
| 7D | +16.7% | -0.8% | +17.5% | +16.8% |
| 30D | -17.8% | -9.6% | -8.2% | -17.5% |
| 3M | -14.2% | -44.5% | +30.3% | -12.3% |
| 6M | -15.9% | -59.2% | +43.3% | -13.1% |
| YTD | +49.7% | -62.0% | +111.8% | +47.1% |
| 1Y | +65.3% | -54.8% | +120.1% | +41.4% |
| All | +65.3% | -54.5% | +119.8% | +41.4% |
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