+743.8%
HL vs KEYS
+1,113.8%
-370.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.2% | -2.8% |
| 7D | -4.4% | +3.5% | -7.8% | -5.7% |
| 30D | +9.3% | -4.5% | +13.8% | +10.9% |
| 3M | +32.0% | -0.4% | +32.4% | +30.9% |
| 6M | -6.4% | +19.1% | -25.6% | -13.6% |
| YTD | +3.1% | +66.7% | -63.5% | -17.5% |
| 1Y | +77.6% | +96.5% | -18.9% | +32.7% |
| 3Y | +392.8% | +155.2% | +237.7% | +227.4% |
| 5Y | +234.1% | +88.0% | +146.1% | +143.3% |
| 10Y | +264.5% | +1,046.8% | -782.3% | +41.5% |
| All | +743.8% | +1,113.8% | -370.0% | +249.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling