+244.4%
HPQ vs KEYS
+1,113.8%
-869.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +4.0% | +4.4% | +6.6% |
| 7D | +9.8% | +3.5% | +6.3% | +8.1% |
| 30D | +22.4% | -4.5% | +26.8% | +24.4% |
| 3M | +45.2% | -0.4% | +45.6% | +43.0% |
| 6M | +96.4% | +19.1% | +77.3% | +76.1% |
| YTD | +65.4% | +66.7% | -1.3% | +22.4% |
| 1Y | +31.6% | +96.5% | -64.9% | -10.8% |
| 3Y | +37.0% | +155.2% | -118.1% | -20.0% |
| 5Y | +53.0% | +88.0% | -35.0% | +1.7% |
| 10Y | +257.2% | +1,046.8% | -789.5% | +0.7% |
| All | +244.4% | +1,113.8% | -869.4% | -1.8% |
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