+0.9%
KMB vs ALHC
-61.8%
+62.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.2% | +3.2% |
| 7D | +3.4% | +3.9% | -0.5% | +3.3% |
| 30D | +14.7% | -3.6% | +18.3% | +14.7% |
| 3M | +3.3% | -49.4% | +52.7% | +4.0% |
| 6M | +16.8% | -59.5% | +76.3% | +17.8% |
| YTD | +15.2% | -63.2% | +78.4% | +16.3% |
| 1Y | +13.3% | -55.5% | +68.8% | +14.1% |
| 3Y | +5.4% | +23.0% | -17.6% | +4.2% |
| 5Y | +2.7% | -65.7% | +68.4% | +0.5% |
| All | +0.9% | -61.8% | +62.7% | +0.8% |
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