-4.3%
HD vs KEY
+24.1%
-28.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | +4.3% | -1.3% | +5.6% | +5.0% |
| 30D | +20.2% | +5.1% | +15.0% | +18.0% |
| 3M | -1.0% | -7.1% | +6.1% | +1.8% |
| 6M | +7.9% | -4.4% | +12.3% | +9.7% |
| YTD | +2.0% | +4.0% | -2.0% | -1.2% |
| 1Y | -4.3% | +23.4% | -27.7% | -16.4% |
| All | -4.3% | +24.1% | -28.4% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling