+77.1%
KR vs ALHC
-28.9%
+106.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | +1.5% | -0.6% | +2.1% | +1.5% |
| 30D | +4.1% | -1.0% | +5.1% | +4.1% |
| 3M | -5.2% | -10.2% | +4.9% | -5.4% |
| 6M | -12.8% | -28.3% | +15.5% | -12.6% |
| YTD | -4.6% | -31.4% | +26.8% | -4.4% |
| 1Y | -11.7% | -16.9% | +5.3% | -11.9% |
| 3Y | +36.3% | +135.5% | -99.2% | +32.6% |
| 5Y | +40.0% | -33.6% | +73.6% | +32.2% |
| All | +77.1% | -28.9% | +106.1% | +70.0% |
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