+36.4%
KR vs ALHC
-27.5%
+63.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -1.3% |
| 7D | -3.1% | -4.1% | +1.1% | -3.0% |
| 30D | +0.6% | -5.4% | +6.1% | +0.7% |
| 3M | -9.8% | -32.1% | +22.4% | -9.2% |
| 6M | -22.1% | -28.5% | +6.3% | -21.9% |
| YTD | -8.1% | -34.0% | +25.9% | -7.7% |
| 1Y | -14.7% | -20.9% | +6.3% | -14.8% |
| 3Y | +28.6% | +151.5% | -123.0% | +22.1% |
| 5Y | +36.4% | -28.8% | +65.2% | +30.7% |
| All | +36.4% | -27.5% | +63.9% | +30.7% |
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