-19.8%
HD vs KEYS
+98.0%
-117.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.8% |
| 7D | -2.1% | +2.3% | -4.3% | -2.2% |
| 30D | -8.4% | -2.6% | -5.8% | -8.3% |
| 3M | +4.3% | -4.6% | +9.0% | +4.4% |
| 6M | -11.1% | +8.7% | -19.9% | -13.2% |
| YTD | -4.7% | +61.0% | -65.7% | -11.5% |
| 1Y | -19.8% | +96.0% | -115.8% | -29.2% |
| All | -19.8% | +98.0% | -117.8% | -29.2% |
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