+130.1%
KEYS vs ALHC
-28.9%
+159.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.4% |
| 7D | +2.3% | -0.6% | +2.9% | +2.3% |
| 30D | -2.6% | -1.0% | -1.6% | -2.6% |
| 3M | -4.6% | -10.2% | +5.5% | -4.9% |
| 6M | +8.7% | -28.3% | +37.0% | +10.5% |
| YTD | +61.0% | -31.4% | +92.5% | +64.0% |
| 1Y | +96.0% | -16.9% | +112.9% | +95.2% |
| 3Y | +144.4% | +135.5% | +8.9% | +104.1% |
| 5Y | +80.5% | -33.6% | +114.1% | +60.8% |
| All | +130.1% | -28.9% | +159.0% | +98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling