+114.1%
KR vs ALHC
-61.4%
+175.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.4% |
| 7D | +4.6% | +0.3% | +4.3% | +4.6% |
| 30D | +12.2% | -10.6% | +22.8% | +12.4% |
| 3M | +24.6% | -45.3% | +69.9% | +25.5% |
| 6M | +8.2% | -59.7% | +67.9% | +9.2% |
| YTD | +15.3% | -62.7% | +78.0% | +16.4% |
| 1Y | +9.8% | -56.1% | +65.9% | +10.4% |
| 3Y | +71.4% | +21.3% | +50.1% | +68.4% |
| 5Y | +85.1% | -66.0% | +151.0% | +74.6% |
| All | +114.1% | -61.4% | +175.4% | +107.0% |
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