+284.2%
HL vs KEY
+167.1%
+117.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +0.4% | -0.3% | +0.7% | +0.5% |
| 30D | +18.8% | -3.3% | +22.1% | +19.8% |
| 3M | +43.7% | -0.7% | +44.5% | +43.9% |
| 6M | -1.0% | +12.5% | -13.6% | -4.3% |
| YTD | +8.7% | +8.4% | +0.3% | +6.3% |
| 1Y | +105.0% | +18.4% | +86.6% | +95.3% |
| 3Y | +427.3% | +123.3% | +303.9% | +319.9% |
| 5Y | +249.3% | +38.8% | +210.5% | +198.8% |
| 10Y | +284.2% | +169.3% | +114.9% | +165.7% |
| All | +284.2% | +167.1% | +117.1% | +165.7% |
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