+68.3%
HAL vs KEYS
+98.0%
-29.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.8% |
| 7D | +2.9% | +2.3% | +0.7% | +2.7% |
| 30D | +17.0% | -2.6% | +19.7% | +17.3% |
| 3M | -9.7% | -4.6% | -5.0% | -9.4% |
| 6M | +8.6% | +8.7% | -0.1% | +6.6% |
| YTD | +33.0% | +61.0% | -28.1% | +20.9% |
| 1Y | +68.3% | +96.0% | -27.7% | +45.9% |
| All | +68.3% | +98.0% | -29.7% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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