+123.6%
HOOD vs KEY
+39.4%
+84.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.7% |
| 7D | -3.8% | +2.9% | -6.7% | -5.4% |
| 30D | -23.0% | +8.4% | -31.4% | -26.6% |
| 3M | -21.6% | -5.8% | -15.9% | -18.7% |
| 6M | +1.4% | +5.4% | -4.0% | -2.0% |
| YTD | -31.2% | +7.1% | -38.2% | -33.9% |
| 1Y | -35.9% | +26.8% | -62.7% | -44.5% |
| 3Y | +836.9% | +128.7% | +708.3% | +532.3% |
| 5Y | +121.1% | +13.6% | +107.5% | +102.1% |
| All | +123.6% | +39.4% | +84.2% | +118.4% |
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