+0.5%
HD vs KEYS
+144.6%
-144.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.2% |
| 7D | -3.9% | +0.9% | -4.8% | -4.1% |
| 30D | -13.1% | -5.3% | -7.9% | -12.3% |
| 3M | -3.4% | +0.5% | -4.0% | -4.5% |
| 6M | -12.6% | +14.0% | -26.6% | -16.6% |
| YTD | -9.2% | +60.3% | -69.5% | -21.8% |
| 1Y | -23.9% | +91.3% | -115.3% | -38.3% |
| All | +0.5% | +144.6% | -144.0% | -32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling