+139.3%
HOOD vs KEY
+39.0%
+100.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.3% | +1.3% |
| 7D | -0.6% | -0.4% | -0.2% | -0.3% |
| 30D | -23.6% | +7.2% | -30.8% | -26.7% |
| 3M | -10.7% | -4.9% | -5.8% | -7.8% |
| 6M | +8.2% | +1.1% | +7.1% | +7.1% |
| YTD | -26.3% | +6.8% | -33.1% | -29.2% |
| 1Y | -36.1% | +23.3% | -59.4% | -43.7% |
| 3Y | +950.7% | +126.1% | +824.6% | +612.7% |
| 5Y | +127.0% | +15.2% | +111.8% | +107.1% |
| All | +139.3% | +39.0% | +100.2% | +134.1% |
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