+28.4%
KRE vs ALHC
-28.9%
+57.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | +1.3% | -0.6% | +1.9% | +1.4% |
| 30D | -2.7% | -1.0% | -1.7% | -2.7% |
| 3M | +8.2% | -10.2% | +18.3% | +8.2% |
| 6M | +12.8% | -28.3% | +41.1% | +14.6% |
| YTD | +17.5% | -31.4% | +48.9% | +19.7% |
| 1Y | +16.6% | -16.9% | +33.5% | +16.6% |
| 3Y | +79.5% | +135.5% | -56.0% | +56.4% |
| 5Y | +32.4% | -33.6% | +66.0% | +22.2% |
| All | +28.4% | -28.9% | +57.4% | +14.4% |
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 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