+138.4%
HON vs KEY
+167.1%
-28.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -0.6% | -0.3% | -0.2% | -0.4% |
| 30D | -15.4% | -3.3% | -12.1% | -14.4% |
| 3M | -9.1% | -0.7% | -8.4% | -9.0% |
| 6M | -17.1% | +12.5% | -29.6% | -20.4% |
| YTD | +1.5% | +8.4% | -6.9% | -1.6% |
| 1Y | -1.3% | +18.4% | -19.8% | -7.4% |
| 3Y | +19.5% | +123.3% | -103.8% | -13.0% |
| 5Y | +3.1% | +38.8% | -35.8% | -15.9% |
| 10Y | +138.4% | +169.3% | -30.9% | +44.0% |
| All | +138.4% | +167.1% | -28.8% | +44.0% |
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