+945.5%
HOOD vs KEYS
+144.6%
+800.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -0.6% |
| 7D | -9.1% | +0.9% | -10.1% | -9.8% |
| 30D | +20.1% | -5.3% | +25.3% | +23.9% |
| 3M | +31.2% | +0.5% | +30.7% | +27.2% |
| 6M | +44.3% | +14.0% | +30.3% | +24.1% |
| YTD | +0.2% | +60.3% | -60.1% | -38.6% |
| 1Y | -3.5% | +91.3% | -94.8% | -50.3% |
| All | +945.5% | +144.6% | +800.9% | +313.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling