+177.3%
HOOD vs KEYS
+87.1%
+90.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -3.6% |
| 7D | -7.8% | +3.5% | -11.3% | -10.3% |
| 30D | +18.6% | -4.5% | +23.1% | +22.1% |
| 3M | +22.1% | -0.4% | +22.5% | +18.8% |
| 6M | +43.1% | +19.1% | +23.9% | +17.5% |
| YTD | -0.5% | +66.7% | -67.1% | -42.0% |
| 1Y | -4.4% | +96.5% | -100.9% | -52.4% |
| 3Y | +938.5% | +155.2% | +783.3% | +304.3% |
| All | +177.3% | +87.1% | +90.2% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling