+16.0%
KRE vs ALHC
-19.3%
+35.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.9% |
| 7D | -1.1% | -4.1% | +3.1% | -0.7% |
| 30D | -3.4% | -5.4% | +2.0% | -3.0% |
| 3M | +3.7% | -32.1% | +35.8% | +6.5% |
| 6M | +14.8% | -28.5% | +43.2% | +15.8% |
| YTD | +14.7% | -34.0% | +48.7% | +15.9% |
| 1Y | +16.0% | -20.9% | +36.9% | +12.8% |
| All | +16.0% | -19.3% | +35.3% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling