+33.0%
KRE vs ALHC
-30.5%
+63.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | +2.3% | -1.0% | +3.3% | +2.4% |
| 30D | -2.5% | -6.3% | +3.8% | -2.0% |
| 3M | +6.2% | -12.3% | +18.5% | +6.5% |
| 6M | +15.8% | -27.0% | +42.8% | +17.5% |
| YTD | +16.0% | -31.8% | +47.8% | +18.3% |
| 1Y | +16.2% | -17.0% | +33.2% | +16.1% |
| 3Y | +86.4% | +159.8% | -73.4% | +59.7% |
| 5Y | +33.0% | -25.1% | +58.1% | +21.7% |
| All | +33.0% | -30.5% | +63.4% | +21.7% |
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