+45.9%
HLT vs KEYS
+55.9%
-10.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.3% | +9.8% | +3.7% |
| 7D | +7.7% | -14.8% | +22.5% | +8.5% |
| 30D | +19.1% | -25.6% | +44.7% | +21.1% |
| 3M | +20.7% | -16.2% | +36.9% | +21.5% |
| 6M | +21.0% | -18.6% | +39.7% | +21.9% |
| YTD | +31.3% | +40.7% | -9.4% | +21.2% |
| 1Y | +45.9% | +59.6% | -13.7% | +28.8% |
| All | +45.9% | +55.9% | -10.1% | +28.8% |
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