+83.1%
KEYS vs ALHC
-27.5%
+110.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.4% |
| 7D | +2.9% | -4.1% | +7.1% | +3.4% |
| 30D | -1.3% | -5.4% | +4.1% | -0.8% |
| 3M | -0.1% | -32.1% | +32.0% | +3.0% |
| 6M | +17.4% | -28.5% | +45.9% | +19.3% |
| YTD | +62.9% | -34.0% | +96.9% | +66.6% |
| 1Y | +95.7% | -20.9% | +116.7% | +95.8% |
| 3Y | +150.2% | +151.5% | -1.3% | +103.5% |
| 5Y | +83.1% | -28.8% | +111.9% | +57.4% |
| All | +83.1% | -27.5% | +110.6% | +57.4% |
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 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