+94.6%
KO vs ALHC
-29.3%
+123.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | +0.4% | -1.0% | +1.4% | +0.4% |
| 30D | +1.5% | -6.3% | +7.8% | +1.6% |
| 3M | +11.8% | -12.3% | +24.1% | +11.8% |
| 6M | +16.2% | -27.0% | +43.2% | +16.6% |
| YTD | +28.1% | -31.8% | +59.9% | +28.6% |
| 1Y | +34.8% | -17.0% | +51.8% | +34.5% |
| 3Y | +65.5% | +159.8% | -94.4% | +58.3% |
| 5Y | +81.6% | -25.1% | +106.7% | +76.0% |
| All | +94.6% | -29.3% | +123.9% | +89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling