+64.5%
KEYS vs ALHC
-65.3%
+129.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.8% |
| 7D | +6.9% | -5.5% | +12.4% | +7.5% |
| 30D | -19.1% | -4.9% | -14.1% | -18.8% |
| 3M | -11.1% | -41.7% | +30.7% | -7.0% |
| 6M | -16.6% | -55.2% | +38.6% | -11.7% |
| YTD | +50.4% | -61.1% | +111.5% | +60.8% |
| 1Y | +67.5% | -53.3% | +120.8% | +75.2% |
| 3Y | +146.0% | +28.2% | +117.8% | +113.1% |
| 5Y | +64.5% | -65.8% | +130.3% | +64.6% |
| All | +64.5% | -65.3% | +129.8% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling