+125.1%
HOOD vs KEY
+36.1%
+89.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -2.7% | -7.6% | -8.6% |
| 7D | -14.4% | -2.5% | -11.9% | -12.9% |
| 30D | -30.0% | +4.1% | -34.1% | -31.6% |
| 3M | -15.5% | -8.4% | -7.2% | -10.8% |
| 6M | +1.8% | -2.3% | +4.1% | +2.9% |
| YTD | -30.7% | +4.6% | -35.3% | -32.5% |
| 1Y | -45.0% | +24.6% | -69.5% | -51.8% |
| 3Y | +709.0% | +112.8% | +596.2% | +465.6% |
| 5Y | +111.8% | +12.9% | +98.9% | +95.6% |
| All | +125.1% | +36.1% | +89.0% | +123.1% |
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 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