+76.8%
KR vs ALHC
-33.8%
+110.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +2.7% |
| 7D | -0.2% | -6.9% | +6.7% | -0.1% |
| 30D | +5.1% | -6.7% | +11.8% | +5.2% |
| 3M | -8.2% | -37.7% | +29.5% | -7.6% |
| 6M | -18.0% | -30.0% | +12.0% | -17.8% |
| YTD | -4.8% | -36.2% | +31.4% | -4.5% |
| 1Y | -11.0% | -22.9% | +11.8% | -11.1% |
| 3Y | +37.7% | +138.4% | -100.7% | +33.9% |
| 5Y | +52.8% | -32.8% | +85.6% | +45.5% |
| All | +76.8% | -33.8% | +110.6% | +69.9% |
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