+25.2%
KRE vs ALHC
-59.6%
+84.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -1.6% | -5.5% | +3.9% | -1.1% |
| 30D | +4.9% | -4.9% | +9.8% | +5.2% |
| 3M | -4.5% | -41.7% | +37.3% | -0.6% |
| 6M | +7.7% | -55.2% | +62.8% | +13.4% |
| YTD | +14.5% | -61.1% | +75.6% | +21.7% |
| 1Y | +21.5% | -53.3% | +74.9% | +27.0% |
| 3Y | +91.2% | +28.2% | +63.1% | +75.5% |
| 5Y | +11.8% | -65.8% | +77.6% | +8.1% |
| All | +25.2% | -59.6% | +84.8% | +16.3% |
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