+114.0%
KEYS vs ALHC
-60.6%
+174.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.2% |
| 7D | +16.7% | -0.8% | +17.5% | +16.8% |
| 30D | -17.8% | -9.6% | -8.2% | -17.2% |
| 3M | -14.2% | -44.5% | +30.3% | -10.1% |
| 6M | -15.9% | -59.2% | +43.3% | -10.4% |
| YTD | +49.7% | -62.0% | +111.8% | +59.7% |
| 1Y | +65.3% | -54.8% | +120.1% | +73.0% |
| 3Y | +144.9% | +25.0% | +119.9% | +116.8% |
| 5Y | +63.0% | -65.3% | +128.3% | +52.9% |
| All | +114.0% | -60.6% | +174.6% | +92.9% |
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