+729.8%
HBAN vs KEY
+1,006.4%
-276.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | +0.8% | +1.8% | -1.0% | -0.5% |
| 30D | +3.2% | +7.1% | -3.9% | -2.1% |
| 3M | -11.1% | -5.9% | -5.1% | -6.8% |
| 6M | +1.2% | +2.2% | -1.0% | -0.3% |
| YTD | -6.7% | +6.4% | -13.1% | -10.6% |
| 1Y | +2.4% | +24.8% | -22.3% | -13.1% |
| 3Y | +73.3% | +125.2% | -52.0% | -8.1% |
| 5Y | +20.7% | +13.0% | +7.8% | +0.6% |
| 10Y | +104.1% | +98.5% | +5.6% | +4.7% |
| All | +729.8% | +1,006.4% | -276.7% | +138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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