+24.8%
KRE vs ALHC
-61.4%
+86.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.5% |
| 7D | +0.7% | +0.3% | +0.5% | +0.7% |
| 30D | +6.1% | -10.6% | +16.7% | +7.0% |
| 3M | -5.9% | -45.3% | +39.4% | -1.6% |
| 6M | +9.6% | -59.7% | +69.3% | +16.6% |
| YTD | +14.2% | -62.7% | +76.9% | +21.8% |
| 1Y | +22.5% | -56.1% | +78.6% | +28.7% |
| 3Y | +90.4% | +21.3% | +69.1% | +75.5% |
| 5Y | +11.9% | -66.0% | +77.8% | +8.4% |
| All | +24.8% | -61.4% | +86.2% | +16.4% |
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