+2,524.6%
HPQ vs KEY
+1,010.6%
+1,514.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.5% |
| 7D | -0.6% | -0.4% | -0.3% | -0.5% |
| 30D | -6.5% | +7.2% | -13.7% | -8.3% |
| 3M | -5.1% | -4.9% | -0.2% | -3.7% |
| 6M | +27.3% | +1.1% | +26.2% | +26.6% |
| YTD | +31.7% | +6.8% | +24.9% | +28.6% |
| 1Y | +13.0% | +23.3% | -10.3% | +5.9% |
| 3Y | +18.3% | +126.1% | -107.8% | -7.6% |
| 5Y | +7.4% | +15.2% | -7.8% | -2.6% |
| 10Y | +154.8% | +113.6% | +41.2% | +87.5% |
| All | +2,524.6% | +1,010.6% | +1,514.0% | +692.6% |
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