+1.5%
HON vs KEYS
+87.1%
-85.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -1.0% |
| 7D | -3.5% | +3.5% | -7.0% | -4.4% |
| 30D | -13.8% | -4.5% | -9.3% | -12.8% |
| 3M | -11.7% | -0.4% | -11.3% | -12.3% |
| 6M | -18.7% | +19.1% | -37.9% | -23.6% |
| YTD | +0.2% | +66.7% | -66.4% | -15.8% |
| 1Y | -3.1% | +96.5% | -99.5% | -23.2% |
| 3Y | +17.0% | +155.2% | -138.2% | -17.6% |
| All | +1.5% | +87.1% | -85.6% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling