+231.1%
HOOD vs KEYS
+105.6%
+125.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.2% |
| 7D | +7.7% | +2.9% | +4.8% | +5.3% |
| 30D | +22.0% | -1.3% | +23.3% | +22.5% |
| 3M | +37.6% | -0.1% | +37.7% | +33.6% |
| 6M | +45.3% | +17.4% | +27.9% | +20.5% |
| YTD | +1.9% | +62.9% | -61.0% | -39.8% |
| 1Y | -2.7% | +95.7% | -98.5% | -51.8% |
| 3Y | +973.4% | +150.2% | +823.2% | +320.7% |
| 5Y | +179.3% | +83.1% | +96.2% | +38.5% |
| All | +231.1% | +105.6% | +125.5% | +27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling