+5,919.9%
HON vs KEY
+981.5%
+4,938.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | +0.8% | -1.3% | +2.1% | +1.2% |
| 30D | +5.7% | +5.1% | +0.6% | +4.2% |
| 3M | -8.3% | -7.1% | -1.2% | -6.4% |
| 6M | -2.4% | -4.4% | +1.9% | -1.4% |
| YTD | +9.0% | +4.0% | +5.0% | +7.4% |
| 1Y | +9.2% | +23.4% | -14.2% | +2.2% |
| 3Y | +26.3% | +113.9% | -87.6% | -1.6% |
| 5Y | +9.1% | +12.3% | -3.2% | -2.7% |
| 10Y | +163.4% | +125.5% | +38.0% | +80.9% |
| All | +5,919.9% | +981.5% | +4,938.4% | +1,920.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling