+206.4%
HD vs KEYS
+1,049.9%
-843.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | -0.3% |
| 7D | -3.8% | +3.5% | -7.3% | -4.9% |
| 30D | -9.4% | -4.5% | -5.0% | -8.3% |
| 3M | -4.6% | -0.4% | -4.2% | -5.7% |
| 6M | -10.1% | +19.1% | -29.2% | -17.0% |
| YTD | -8.3% | +66.7% | -75.0% | -26.0% |
| 1Y | -25.0% | +96.5% | -121.5% | -43.5% |
| 3Y | +1.5% | +155.2% | -153.6% | -32.7% |
| 5Y | +5.6% | +88.0% | -82.4% | -23.0% |
| All | +206.4% | +1,049.9% | -843.5% | +25.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling