+119.9%
KO vs ALHC
-61.4%
+181.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.7% | +1.9% |
| 7D | +3.7% | +0.3% | +3.5% | +3.7% |
| 30D | +8.1% | -10.6% | +18.7% | +8.4% |
| 3M | +14.2% | -45.3% | +59.5% | +15.5% |
| 6M | +25.2% | -59.7% | +84.9% | +27.1% |
| YTD | +44.7% | -62.7% | +107.5% | +47.0% |
| 1Y | +43.4% | -56.1% | +99.5% | +45.0% |
| 3Y | +90.1% | +21.3% | +68.8% | +85.0% |
| 5Y | +103.0% | -66.0% | +168.9% | +98.3% |
| All | +119.9% | -61.4% | +181.3% | +116.3% |
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