+2,903.2%
HPQ vs KEY
+1,050.5%
+1,852.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +2.0% | +2.1% |
| 7D | +6.9% | +2.2% | +4.7% | +6.3% |
| 30D | +14.4% | -3.0% | +17.5% | +15.4% |
| 3M | +25.6% | +3.3% | +22.3% | +24.2% |
| 6M | +75.0% | +9.2% | +65.8% | +70.0% |
| YTD | +50.7% | +10.6% | +40.0% | +45.6% |
| 1Y | +18.7% | +20.4% | -1.7% | +11.9% |
| 3Y | +21.5% | +121.8% | -100.3% | -5.1% |
| 5Y | +31.6% | +41.1% | -9.6% | +12.8% |
| 10Y | +216.1% | +168.5% | +47.5% | +119.4% |
| All | +2,903.2% | +1,050.5% | +1,852.7% | +797.2% |
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