+81.7%
KO vs ALHC
-27.5%
+109.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.8% |
| 7D | -0.8% | -4.1% | +3.3% | -0.7% |
| 30D | +0.8% | -5.4% | +6.2% | +0.9% |
| 3M | +8.3% | -32.1% | +40.5% | +9.2% |
| 6M | +14.0% | -28.5% | +42.5% | +14.5% |
| YTD | +26.9% | -34.0% | +60.9% | +27.6% |
| 1Y | +32.7% | -20.9% | +53.6% | +32.6% |
| 3Y | +63.9% | +151.5% | -87.6% | +55.1% |
| 5Y | +81.7% | -28.8% | +110.6% | +77.7% |
| All | +81.7% | -27.5% | +109.2% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling