+205.5%
HON vs KEYS
+1,113.8%
-908.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -1.1% |
| 7D | -3.5% | +3.5% | -7.0% | -4.5% |
| 30D | -13.8% | -4.5% | -9.3% | -12.7% |
| 3M | -11.7% | -0.4% | -11.3% | -12.4% |
| 6M | -18.7% | +19.1% | -37.9% | -24.2% |
| YTD | +0.2% | +66.7% | -66.4% | -17.1% |
| 1Y | -3.1% | +96.5% | -99.5% | -24.5% |
| 3Y | +17.0% | +155.2% | -138.2% | -18.8% |
| 5Y | +2.0% | +88.0% | -86.0% | -23.1% |
| 10Y | +135.4% | +1,046.8% | -911.4% | +2.4% |
| All | +205.5% | +1,113.8% | -908.3% | +34.2% |
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