+51.0%
HPQ vs KEYS
+87.1%
-36.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +4.0% | +4.4% | +6.8% |
| 7D | +9.8% | +3.5% | +6.3% | +8.2% |
| 30D | +22.4% | -4.5% | +26.8% | +24.2% |
| 3M | +45.2% | -0.4% | +45.6% | +43.2% |
| 6M | +96.4% | +19.1% | +77.3% | +76.6% |
| YTD | +65.4% | +66.7% | -1.3% | +21.7% |
| 1Y | +31.6% | +96.5% | -64.9% | -12.2% |
| 3Y | +37.0% | +155.2% | -118.1% | -22.8% |
| All | +51.0% | +87.1% | -36.1% | -6.4% |
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