+257.9%
HD vs KEY
+121.9%
+136.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +2.1% |
| 7D | +3.6% | -0.4% | +4.0% | +3.7% |
| 30D | +21.6% | +7.2% | +14.3% | +19.1% |
| 3M | +0.1% | -4.9% | +5.0% | +1.6% |
| 6M | +13.0% | +1.1% | +11.9% | +12.6% |
| YTD | +4.9% | +6.8% | -1.9% | +2.6% |
| 1Y | -2.1% | +23.3% | -25.4% | -8.2% |
| 3Y | +32.6% | +126.1% | -93.5% | +1.3% |
| 5Y | +8.2% | +15.2% | -7.0% | -2.8% |
| 10Y | +257.9% | +113.6% | +144.3% | +148.3% |
| All | +257.9% | +121.9% | +136.0% | +148.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling