+30.6%
HUM vs KEY
+21.3%
+9.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +4.2% | +2.2% | +1.9% | +3.6% |
| 30D | +10.4% | -3.0% | +13.4% | +11.1% |
| 3M | +15.1% | +3.3% | +11.7% | +13.8% |
| 6M | +120.9% | +9.2% | +111.7% | +113.8% |
| YTD | +57.9% | +10.6% | +47.3% | +52.3% |
| 1Y | +30.6% | +20.4% | +10.2% | +23.7% |
| All | +30.6% | +21.3% | +9.2% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling