+146.4%
HUM vs KEY
+96.4%
+50.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +3.7% | +2.9% | +0.8% | +3.1% |
| 30D | +5.5% | +8.4% | -2.9% | +3.6% |
| 3M | +17.1% | -5.8% | +22.9% | +18.6% |
| 6M | +48.3% | +5.4% | +42.8% | +46.2% |
| YTD | +77.4% | +7.1% | +70.3% | +74.1% |
| 1Y | +92.6% | +26.8% | +65.8% | +82.1% |
| 3Y | -6.1% | +128.7% | -134.8% | -23.2% |
| 5Y | +6.2% | +13.6% | -7.4% | -1.8% |
| All | +146.4% | +96.4% | +50.0% | +79.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling