+34.3%
KO vs ALHC
-19.9%
+54.2%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.5% |
| 7D | +0.2% | -6.9% | +7.1% | +0.3% |
| 30D | +1.8% | -6.7% | +8.6% | +1.9% |
| 3M | +7.7% | -37.7% | +45.4% | +7.8% |
| 6M | +15.3% | -30.0% | +45.2% | +15.2% |
| YTD | +28.0% | -36.2% | +64.1% | +27.2% |
| 1Y | +34.3% | -22.9% | +57.1% | +33.2% |
| All | +34.3% | -19.9% | +54.2% | +33.2% |
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