-2.3%
KMB vs ALHC
-61.5%
+59.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.8% |
| 7D | +0.5% | +1.0% | -0.5% | +0.4% |
| 30D | +12.4% | -14.2% | +26.5% | +12.6% |
| 3M | +1.0% | -45.1% | +46.1% | +1.6% |
| 6M | +12.1% | -59.5% | +71.7% | +13.1% |
| YTD | +11.6% | -62.8% | +74.5% | +12.6% |
| 1Y | +13.1% | -55.5% | +68.6% | +13.9% |
| 3Y | +1.6% | +25.7% | -24.1% | +0.4% |
| 5Y | -0.3% | -66.8% | +66.5% | -2.6% |
| All | -2.3% | -61.5% | +59.2% | -2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling