+66.9%
KEYS vs ALHC
-55.7%
+122.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -2.1% |
| 7D | +9.4% | +0.3% | +9.1% | +9.4% |
| 30D | -16.8% | -10.6% | -6.2% | -16.4% |
| 3M | -15.9% | -45.3% | +29.4% | -13.9% |
| 6M | -17.6% | -59.7% | +42.1% | -14.9% |
| YTD | +46.5% | -62.7% | +109.2% | +44.2% |
| 1Y | +66.9% | -56.1% | +123.0% | +43.6% |
| All | +66.9% | -55.7% | +122.6% | +43.6% |
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