+43.2%
KO vs ALHC
-51.4%
+94.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.1% | -9.1% | +0.9% |
| 7D | +4.4% | -0.5% | +4.9% | +4.5% |
| 30D | +10.7% | -4.2% | +15.0% | +10.8% |
| 3M | +11.3% | -39.8% | +51.1% | +11.9% |
| 6M | +24.0% | -57.7% | +81.8% | +23.8% |
| YTD | +39.7% | -58.8% | +98.5% | +39.3% |
| 1Y | +43.2% | -52.4% | +95.6% | +42.7% |
| All | +43.2% | -51.4% | +94.7% | +42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling